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: β1 β2 E(R)

Portfolio A. 83 1. 13 17%

Portfolio B 1. 43 −. 23 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. )

Looking for:

Factor F1 = %

Factor F2 = %

answer; i believe the correct answer is (treasury bills);

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