Suppose that there are two Independent economic factors, F and F. The risk-free rate is 6%, and all stocks have independent firm specific components with a standard deviation of 36%. Portfolios A and B are both well-diversified with the following properties: Portfolio Deta on 2 Expected Return 1.2 Beta on -0.16 266 230 What is the expected return-beta relationship in this economy? Calculate the risk-free rate, and the factor risk premiums, RA and RP2, to complete the equation below. (Do not round Intermediate calculations. Round your answers to two decimal places.) Brp=+(Bp*RA) + (Bp2 *RP)