can uli please be assisted with this question

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4. Assume that the price of shares in the stock market is described by the following model P - B + B, D + B,R+u, (i=1,2,...) Where P=price of share of the ith firm D=dividend of the ith firm R=retained profits of the ith firm a) If a cross section sample of large and small firms is used for the estimation of this model, explain why heteroscedasticity is almost certain to exist, arising both from and R. [3] b) Discuss how you would proceed to explore the pattern of heteroscedasticity in this case. [3] c) Discuss briefly appropriate remedy you can use to resolve the problem. [3] d) A researcher used the following transformed model for estimating the stock price function Bob +B+B. B. + D D R. " (6) - BOB + 4. Assume that the price of shares in the stock market is described by the following model P - B + B, D + B,R+u, (i=1,2,...) Where P=price of share of the ith firm D=dividend of the ith firm R=retained profits of the ith firm a) If a cross section sample of large and small firms is used for the estimation of this model, explain why heteroscedasticity is almost certain to exist, arising both from and R. [3] b) Discuss how you would proceed to explore the pattern of heteroscedasticity in this case. [3] c) Discuss briefly appropriate remedy you can use to resolve the problem. [3] d) A researcher used the following transformed model for estimating the stock price function Bob +B+B. B. + D D R. " (6) - BOB +