Suppose that there are two independent economic factors, F1 and F2. The risk-free rate is 5%, and all stocks have independent firmspecific components with a standard deviation of 35%. 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, rf, and the factor risk premiums, RP1 and KP2, to complete the equation below. (Do not round intermediate calculations. Round your answers to two decimal places.) E(IP)=rf+(P1RP1)+(P2RP2)