Suppose that there are two independent economic factors, F1 and F2. The risk-free rate is 5%, and all stocks have independent firm- specific components with a standard deviation of 35%. Portfolios A and B are both well-diversified with the following properties: Expecte Beta on F2Return Portfolio Beta on F1 1.5 -0.15 25% 22% 2.0 What is the expected return-beta relationship in this economy? Calculate the risk-free rate, rf and the factor risk premiums, RP1 and RP2, to complete the equation below. (Do not round intermediate calculations. Round your answers to two decimal places.) RP1 RP2