(10 points) 3) In the file Art, you will find weekly closing prices of an Art-focused index (Art) and of the NYSE market index (NYSE). The Art index tracks sales of blue-chip artists across various regions, and styles auction houses around the world to convey a broad sense of how the global market for artwork is performing. Using the natural log method, find the weekly returns for the Art index and for the NYSE market index. a) Run a regression of the art returns (Y) against market returns (X). Based on output, test the null hypothesis that underlying slope is 0 versus not. Based on a 5% level of significance, what is your conclusion? Show output. b) Test Ho: = 1 vs. H: 1. What is the p-value? Based on a 5% level of significance, what is your conclusion? Show work. Show output.