Consider a two factor APT. Two assets are in equilibrium and they have the following characteristics:

	b1	b2	E[r]
Asset A	2.25	2.50	10.0%
Asset B	3.00	0.50	7.0%

What are the risk premiums (lambda 1 and 2) of the two risk factors (b1 and b2) that are consistent with equilibrium? In this market assets with nor risk yield a return of 0%.

To answer this question, report only the risk premium of factor 2 (i.e. lambda 2). Answer in percentage without the symbol.

HINT: you need to use simultaneous equations (i.e. systems of equations).