APM Regression [30\%] Compute the excess returns (risk premiums) on your chosen stock and the S\&P 500 index and complete the table below. Please note that, as the T-bill rate (rf) reported for a particular month is the rate prevailing on the last trading day of that month, you should use the T-bill rate for t1 to calculate the excess return for period t, i.e. two excess return series are (ritrft1) and (rMtrft1). Run the following CAPM regression for the sample period (from October 2013 to September 2018) and report the results: (ritrft1)=i+i(rMtrft1)+it APM Regression [30\%] Compute the excess returns (risk premiums) on your chosen stock and the S\&P 500 index and complete the table below. Please note that, as the T-bill rate (rf) reported for a particular month is the rate prevailing on the last trading day of that month, you should use the T-bill rate for t1 to calculate the excess return for period t, i.e. two excess return series are (ritrft1) and (rMtrft1). Run the following CAPM regression for the sample period (from October 2013 to September 2018) and report the results: (ritrft1)=i+i(rMtrft1)+it