The following information is available for two portfolios, a market index and the risk- free rate: Period Market Return RF I 2 0.10 0.12 0.20 0.04 0.12 0.06 0.10 0.20 0.08 0.12 0.24 0.08 0.20 0.40 008 0.04 0.08 0.08 0.2 0.24 3 4 a. Without doing calculations, determine the portfolio with a beta of 1.0. b. Without doing calculations, determine the beta of porlio 2 c. d. e. Without doing calculations, determine the R2 for each portfolio. Without doing calculations, what would you expect the alpha of portfolio 1 to be? What would you expect the Sharpe ratio and Treynor ratio to be for portfolio l relative to the market