Suppose that there are two independent economic factors, f1 and F2. The risk free rate is 6%, and all stocks have independent firmspecific components with a standard deviation of 46%. Portfollos A and B are both well-diversified with the following properties: What is the expected return-beta relationship in this economy? Calculate the risk-free rate. ff, and the factor risk premiums, AP1 and RP2. to complete the equation below. (Do not round intermediate calculations. Round your answers to two decimal places.) E(rp)=rf+(P1RP1)+(P2PP)