$1.)$ You investigate a set of $50$ stocks from the U$.$S$.$ S&P $500$ index covering the sample from

January $1973$ until May $2014.$

a$.$ Create a matrix of excess returns and estimate the following model for all stocks:

$R_{i,t}^{\text{e}\text{x}\text{c}\text{e}\text{s}\text{s}}={}_i+{}_{i}MK{T}_t^{\text{e}\text{x}\text{c}\text{e}\text{s}\text{s}}+u_{i,t}$

where $R_{i,t}^{\text{e}\text{x}\text{c}\text{e}\text{s}\text{s}}$ denotes the excess returns of stock $i$ at time $t,$ and $MK{T}_t^{\text{e}\text{x}\text{c}\text{e}\text{s}\text{s}}$ is the

market factor in excess form. Store the estimated parameters for alpha and beta in a

vector. Sort the vector that contains the estimated betas and plot the sorted vector. Do

the same for the vector of estimated alphas. How many stocks have significant alphas?

$($Note: Use a significance level of $5\%.)$ How many stocks have significant betas? What

is your opinion: How well can the CAPM price these stocks? $(5$p$)$ Please explain how to code in matlab. I have the raw data.