Slides #46-47 are referring to these two formulas:and this formula:I got 1.3 as the stock's beta and 2.34% as the stock'scontribution to the portfolio's risk. I just wanted to double-checkwith s (5) The correlation coefficient of the market portfolio \( \left(r_{M}\right) \) and TTI's stock (i.e., \( p_{M, I T T} \) ) is 0.65 . The standard deviations of the market portfolio and ITT's stock a 0 answers