The returns of two stocks are believed to satisfy the two-factor model r1 = E(r1) + 2f1 + 2f2 + 1 r2 = E(r2) + 1f1 + 4f2 + 2 Assume that the factors are traded assets and the risk-free rate is also priced by the factor model. In addition, there is a risk-free asset with a rate of return of 4%. It is known that the expected return for asset 1 is E[r1] = 12% and for asset 2 is E[r2] = 17%. What are the values of rf , risk premium of the first factor E(f1 rf ), and risk premium of the second factor E(f2 rf ) for this model