I could help but I really object to helping answer these questions where people provide partial information. If you want help with a problem then we should have the same problem you have.

Hello guys,

Can someone offer me an answer to this problem?

Find the series of interest rates considered to be risk free (the series of T-bills returns or the series of federal funds rate) for the same period as in the case of the three series of indices. Compute the beta coefficient from the CAPM model. (we know the returns and the sigmas of the assets )

I do not know how to find the beta coefficient of the portfolio because we do not know the weights of the assets.