Suppose that there are two independent economic factors, F1 and F2. The risk-free rate is 3%, and all stocks have independ specific components with a standard deviation of 52%. Portfolios A and B are both well-diversified with the following prope What is the expected return-beta relationship in this economy? Calculate the risk-free rate, rf, and the factor risk premiun P2, to complete the equation below. (Do not round intermediate calculations. Round your answers to two decimal pla (rP)=rf+(P1RP1)+(P2RP2)