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:

If the risk$-$free rate is $4\mathrm{.}10$ percent, what are the risk premiums for each factor in this model? $($Do not round intermediate calculations.

Round the answers to $2$ decimal places.$)$

Risk premiums for $F_1$

Risk premiums for $F_2$