Assignment 2 The file SPSDDTBIBM contains 1008 daily observations on three months Tbill rates, and daily closing prices of the S&P 500 index and IBM stock between November 1, 1993 to March 31, 1999. Use the code in file Assgnlsas to calculate the excess returns on SEEP 590 and IBM and estimate the CAPM model, as shown on page 239 of the textbook. Do you find a statistically signicant correlation between the excess returns on IBM and excess market returns? Are the results of the estinlan'on without an intercept consistent with those when the intercept is included? 1What is the test of the null hypothesis \"intercept = 9\" '3' Do the data provide sufficient evidence that the CAPM holds