Problem 12-5 Multifactor Models Suppose stock returns can be explained by a two-factor model. The firm-specific risks for all stocks are independent. The following table shows the information for two diversified portfolios: B1 .93 1.53 B2 1.23 Portfolio A Portfolio B E(R) 17% 15 -33 If the risk-free rate is 6 percent, what are the risk premiums for each factor in this model? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) Risk premiums Factor F1 % Factor F2 %