mapply("%*%", as.data.frame(t(F)), R, SIMPLIFY = FALSE)
$V1
[,1] [,2]
[1,] 100 -0.06264917
$V2
[,1] [,2]
[1,] 0.0006761289 0.267877
Update
To answer your second question:
lapply(R, function(x) F %*% x %*% t(F))
[[1]]
[,1] [,2]
[1,] 100.00004 99.99999
[2,] 99.99999 100.00000
[[2]]
[,1] [,2]
[1,] 0.0003597493 0.0005083061
[2,] 0.0005083062 0.0007183373
Update
To answer your updated question:
mapply(function(x, y) y %*% x %*% as.matrix(y), R, as.data.frame(t(F)),
SIMPLIFY = FALSE)
[[1]]
[,1]
[1,] 100
[[2]]
[,1]
[1,] 0.0007183373