Suppose that there are two independent economic factors, Fi and F2. The risk-free rate is 3%, and all stocks have independent firm- specific components with a standard deviation of 42%. Portfolios A and B are both well-diversified with the following properties: Portfolio Beta on Fi 1.8 - 2.7 Beta on F2 2.1 -0.21 Expected Return 32% 27% B 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.) Elrp) = rf+(BP1 *RP1) + (BP2 * RP2) rf RP1 RP2