File Stock Prices shows the monthly stock prices for the US major indices, i.e., Dow Jones, Nasdaq, Nasdaq100, S&P500, and Malaysia major index, i.e., KLCI. The 210 observations cover from July 2002 to December 2019.

a) Estimate the influence of the US major index returns to the KLCI return.

b) Comment on their estimated parameter values.

c) Which stock return appears most significance? Which stock return appears most insignificant?

d) Do you think the regression results have been affected by multicollinearity issue? Why or why not?

please explain each question