Suppose that there are two independent economic factors, F1 and F2. The risk-free rate is 4%, and all stocks have independent firm. specific components with a standard deviation of 51%. Portfolios A and B are both well-diversified with the following properties: Expecte Return Portfolio Beta on F1 Beta on F2 1.3 3.2 2.1 29% 26% -0.21 What is the expected return-beta relationship in this economy? Calculate the risk-free rate, rs 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.) rf RP1 RP2 7.351%