9. Monthly returns are presented below for each of the two stocks and the TSX index (corrected for dividends) for 12 months periods Returns -Securities Market 1 a. Calculate the following quantities : i. Alpha for each stock ii. Beta for each stock iii. the standard deviation of Residuals. iv. the correlation coefficient between each security with the market. v. the average return on the market vi. the variance of the market b. Compute the expected return and variance of return for each stock using: (i) The single-index model. (ii) The historical data. c. Compute the return and standard deviation of a portfolio constructed by placing half of your funds in each stock, using the historical data