H4. (3pts.) See the attached "Group2 \#4.xisx" that contains monthly rates of return for Apple, the S\&P 500, and T-bills over 20142019. Set up a spreadsheet just like that of Example 6.3 to conduct (single index model) regression analysis. (You need to submit your spreadsheet.) a. What are the intercept and beta of Apple? T-bill (\%/month Month S\&P 500 AAPL ) \begin{tabular}{|c|c|c|c|} \hline 201701 & 0.01788 & 0.047746 & 0.04167 \\ \hline 201702 & 0.03720 & 0.133581 & 0.04000 \\ \hline 201703 & 0.00039 & 0.04869 & 0.05500 \\ \hline 201704 & 0.00909 & 0.00007 & 0.06250 \\ \hline 201705 & 0.01158 & 0.067804 & 0.06083 \\ \hline 201706 & 0.00481 & 0.057214 & 0.07000 \\ \hline 201707 & 0.01935 & 0.032704 & 0.08083 \\ \hline 201708 & 0.00055 & 0.106905 & 0.08167 \\ \hline 201709 & 0.01930 & 0.060244 & 0.08250 \\ \hline 201710 & 0.02219 & 0.096808 & 0.08333 \\ \hline 201711 & 0.02808 & 0.02035 & 0.09083 \\ \hline 201712 & 0.00983 & 0.015246 & 0.10000 \\ \hline 201801 & 0.05618 & 0.010636 & 0.10833 \\ \hline 201802 & 0.03895 & 0.06761 & 0.11500 \\ \hline 201803 & 0.02689 & 0.058051 & 0.13667 \\ \hline 201804 & 0.00272 & 0.01502 & 0.13833 \\ \hline 201805 & 0.02161 & 0.135181 & 0.14250 \\ \hline 201806 & 0.00484 & 0.009418 & 0.15083 \\ \hline 201807 & 0.03602 & 0.027983 & 0.15750 \\ \hline 201808 & 0.03026 & 0.200063 & 0.16167 \\ \hline 201809 & 0.00429 & 0.008303 & 0.17000 \\ \hline 201810 & 0.06940 & 0.030478 & 0.18083 \\ \hline 201811 & 0.01786 & 0.180709 & 0.18667 \\ \hline 201812 & 0.09178 & 0.116698 & 0.19750 \\ \hline 201901 & 0.07868 & 0.055154 & 0.20000 \\ \hline 201902 & 0.02973 & 0.044701 & 0.20250 \\ \hline 201903 & 0.01792 & 0.097026 & 0.20417 \\ \hline 201904 & 0.03931 & 0.056436 & 0.20250 \\ \hline 201905 & 0.06578 & 0.123735 & 0.20000 \\ \hline 201906 & 0.06893 & 0.130519 & 0.18500 \\ \hline 201907 & 0.01313 & 0.076394 & 0.17917 \\ \hline 201908 & 0.01809 & 0.01657 & 0.17250 \\ \hline 201909 & 0.01718 & 0.072962 & 0.16583 \\ \hline 201910 & 0.02043 & 0.110684 & 0.14417 \\ \hline 201911 & 0.03405 & 0.077424 & 0.13167 \\ \hline 201912 & 0.0299 & 0.098784 & 0.12917 \\ \hline \end{tabular} H4. (3pts.) See the attached "Group2 \#4.xisx" that contains monthly rates of return for Apple, the S\&P 500, and T-bills over 20142019. Set up a spreadsheet just like that of Example 6.3 to conduct (single index model) regression analysis. (You need to submit your spreadsheet.) a. What are the intercept and beta of Apple? T-bill (\%/month Month S\&P 500 AAPL ) \begin{tabular}{|c|c|c|c|} \hline 201701 & 0.01788 & 0.047746 & 0.04167 \\ \hline 201702 & 0.03720 & 0.133581 & 0.04000 \\ \hline 201703 & 0.00039 & 0.04869 & 0.05500 \\ \hline 201704 & 0.00909 & 0.00007 & 0.06250 \\ \hline 201705 & 0.01158 & 0.067804 & 0.06083 \\ \hline 201706 & 0.00481 & 0.057214 & 0.07000 \\ \hline 201707 & 0.01935 & 0.032704 & 0.08083 \\ \hline 201708 & 0.00055 & 0.106905 & 0.08167 \\ \hline 201709 & 0.01930 & 0.060244 & 0.08250 \\ \hline 201710 & 0.02219 & 0.096808 & 0.08333 \\ \hline 201711 & 0.02808 & 0.02035 & 0.09083 \\ \hline 201712 & 0.00983 & 0.015246 & 0.10000 \\ \hline 201801 & 0.05618 & 0.010636 & 0.10833 \\ \hline 201802 & 0.03895 & 0.06761 & 0.11500 \\ \hline 201803 & 0.02689 & 0.058051 & 0.13667 \\ \hline 201804 & 0.00272 & 0.01502 & 0.13833 \\ \hline 201805 & 0.02161 & 0.135181 & 0.14250 \\ \hline 201806 & 0.00484 & 0.009418 & 0.15083 \\ \hline 201807 & 0.03602 & 0.027983 & 0.15750 \\ \hline 201808 & 0.03026 & 0.200063 & 0.16167 \\ \hline 201809 & 0.00429 & 0.008303 & 0.17000 \\ \hline 201810 & 0.06940 & 0.030478 & 0.18083 \\ \hline 201811 & 0.01786 & 0.180709 & 0.18667 \\ \hline 201812 & 0.09178 & 0.116698 & 0.19750 \\ \hline 201901 & 0.07868 & 0.055154 & 0.20000 \\ \hline 201902 & 0.02973 & 0.044701 & 0.20250 \\ \hline 201903 & 0.01792 & 0.097026 & 0.20417 \\ \hline 201904 & 0.03931 & 0.056436 & 0.20250 \\ \hline 201905 & 0.06578 & 0.123735 & 0.20000 \\ \hline 201906 & 0.06893 & 0.130519 & 0.18500 \\ \hline 201907 & 0.01313 & 0.076394 & 0.17917 \\ \hline 201908 & 0.01809 & 0.01657 & 0.17250 \\ \hline 201909 & 0.01718 & 0.072962 & 0.16583 \\ \hline 201910 & 0.02043 & 0.110684 & 0.14417 \\ \hline 201911 & 0.03405 & 0.077424 & 0.13167 \\ \hline 201912 & 0.0299 & 0.098784 & 0.12917 \\ \hline \end{tabular}