Suppose that there are two independent economic factors. F1 and 2. The risk-free rate is 9%, and all stocks have independent firm- specific components with a standard deviation of 49%. Portfolios A and B are both well-diversified with the following properties: Expected Portfolio Beta on F1 Beta on F2 27 22 Return 3.0 2.6 -2.26 What is the expected return-beta relationship in this economy? Calculate the risk-free rate, rf, and the factor risk premiums, RP, and RP2, to complete the equation below. (Do not round Intermediate calculations. Round your answers to two decimal places.) E(rp) = f ( PRP) + (Pp2 * RP2) RP2