Suppose that there are two independent economic factors, F and F2. The risk-free rate is 4%, and all stocks have independent firm- specific components with a standard deviation of 41%. Portfolios A and B are both well-diversified with the following properties: Portfolio Beta on F1 1.7 2.6 Beta on F2 2.1 -0.21 Expected Return 31% 26% What is the expected return-beta relationship in this economy? Calculate the risk-free rate, f, and the factor risk premiums, RP, and RP2, to complete the equation below. (Do not round intermediate calculations. Round your answers to two decimal places.) 992 Elrp) = rf+(B P1 * RP1) + (BP2 * RP2)