(1) Using date for the entire sample period, run a time-series regression for each of the selected companies. Specifically, regress each company return onto a constant and a market excess return. Verify, in each case, there exists a significant beta. (2) Report the t-statistic for alphe and the R-squared for each company. (3) Discuss your results and the merits and demerits of CAPM analysis (4) Discuss whether your results are sensitive to sector characteristics