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: 1 2 E(R) Portfolio A .90 1.20 14% Portfolio B 1.50 .30 12 If the risk-free rate is 3 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 %