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: B2 Portfolio A Portfolio B B1 83 1.43 1.13 - 23 E(R) 17% 15 If the risk-free rate is 4 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