Suppose that there are two independent economic factors, F1 and F2. The risk-free rate is 5%, and all stocks have independent firm-specific components with a standard deviation of 54%. Portfolios and B are both well-diversified with the following properties: Expected Return Beta on F2 Portfolio Beta on F1 1.6 2.6 2.0 0.20 32% 29% What is the expected return-beta relationship in this economy? Calculate the risk-free rate, rf and the factor risk premiums, RPj and RP2, to complete the equation below. (Do not round intermediate calculations. Round your answers to two decimal places.) rf RP1 RP2 0 0 0 0