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 B2 E(R Portfolio 80 1.10 14% A Portfolio 1.40 -20 12 If the risk-free rate is 5 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.) Factor F1 Factor F2 % 26