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Q2. Consider the information below for portfolios M, F, B, S and R. Portfolio M represents the market portfolio. F is the risk-free asset. Portfolios

Q2. Consider the information below for portfolios M, F, B, S and R. Portfolio M represents the market portfolio. F is the risk-free asset. Portfolios B, R and S are a corporate bond portfolio, a commercial real estate portfolio and a small-cap stocks portfolio. Find the betas of M, F, B, R and S. Also, find the correlation coefficients with the market portfolio for M,F,B, R and S. Show your workings.

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