2.10 The impact of financial events on returns (6 points) Two significant financial events have occurred in recent history. On September 15, 2008 Lehman Brothers declared bankruptcy and a Global Financial Crisis started. On March 11, 2020 the WHO declared COVID-19 a pandemic. Use linear regression to determine if a. Any of the stocks in your data exhibit positive returns over time. b. Either of the two events had a significant impact on returns. Report the regression output for each stock and interpret the results to address these two questions. How would you interpret this information in the context of your chosen portfolio? Note that E(r) = wiE(ri) + w2E(r2), and Var(r) = w;Var(ri) + w; Var(r2) + 2w1w2Cov(r1, 12)