I have to do a financial assignment in Capital Markets. I had to download from Bloomberg the monthly Data for the period 2000-2015:

1. Monthly Price Data of several stocks

2. Price Data for the FTSE 350

3. Data on the 3-month interbank rate

Using Excel and the data I shall calculate:

a) Alpha for each stock b) Beta for each stock c) The standard deviation of the residuals for each regression d) The correlation coefficient between each security and the market e) The covariance between each possible pair of stocks using the single index model f) The average return on the market g) The variance of the market h) Compare and contrast the mean return, variance and covariance for each stock using 1. The single index model 2. The historical data

Below you find the data of 2000 for one of the stocks. I cant send a question with the whole data because its too large. So you just need to show me in your solution how its done with this data and I can apply it to the whole data. Thank you.

BATS LN Equity			NMX Index			BP0003M Index
Date	PX_LAST		Date	PX_LAST		Date	PX_LAST
30.12.1999	351,75		31.12.1999	3326,97		31.12.1999	6,07844
31.01.2000	272,75		31.01.2000	3036,9		31.01.2000	6,22594
29.02.2000	260,5		29.02.2000	3042,5		29.02.2000	6,25375
31.03.2000	345,25		31.03.2000	3171,5		31.03.2000	6,25125
28.04.2000	388,25		28.04.2000	3063,4		28.04.2000	6,365
31.05.2000	391		31.05.2000	3079,1		31.05.2000	6,27891
30.06.2000	441		30.06.2000	3085,3		30.06.2000	6,22484
31.07.2000	400		31.07.2000	3119,1		31.07.2000	6,22625
31.08.2000	443		31.08.2000	3266,6		31.08.2000	6,24625
29.09.2000	437		29.09.2000	3082,5		29.09.2000	6,1775
31.10.2000	483		31.10.2000	3139,9		31.10.2000	6,14563
30.11.2000	501		30.11.2000	3001,7		30.11.2000	6,03531
29.12.2000	509,75		29.12.2000	3043,6		29.12.2000	5,89906
31.01.2001	493		31.01.2001	3087		31.01.2001	5,79406