Based on the following market information for year 2020, compute return for each firm and perform regression to generate Beta between each firm and the KLCI. Compare the ranking of Beta for each firm and the Z-score. Does the ranking of Z-score (your answer in question 1) and Beta show the same conclusion? Provide brief comments.

Bulan Month 2020	7006 Latitude RM	9814 Bertam RM	9474 Brahim RM	KLCI
Jan	2.80	0.235	0.24	1,531.06
Feb	2.72	0.200	0.26	1,482.64
Mar	1.88	0.180	0.14	1,350.89
Apr	2.10	0.125	0.145	1,407.78
May	2.03	0.125	0.13	1,473.25
Jun	2.00	0.140	0.105	1,500.97
Jul	2.03	0.125	0.105	1,603.75
Aug	2.06	0.120	0.185	1,525.21
Sep	2.28	0.100	0.2	1,504.82
Oct	2.79	0.095	0.275	1,466.89
Nov	3.94	0.115	0.275	1,562.71
Dec	3.85	0.130	0.33	1,627.21

(5 Marks