Suppose that there are two independent economic factors, F1 and F2. The risk-free rate is 10%, and all stocks have independent firm- specific components with a standard deviation of 50%. Portfolios A and B are both well-diversified with the following properties: Expected Portfolio Beta on F1 Beta on F2 Return A 1. 2 2.0 28% B 3. 1 -0. 20 238 What is the expected return-beta relationship in this economy? Calculate the risk-free rate, ry, 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.) E(rp) = rf + (Bpi x RP1) + (8p2 x RP2) rf % RP1 RP2 %