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One hundred weeks of data for log-returns in the S&P 500, Walmart, Target, and Sara Lee corporations are given. Please construct a linear regression model

One hundred weeks of data for log-returns in the S&P 500, Walmart, Target, and Sara Lee corporations are given. Please construct a linear regression model for each of the three stocks with the S&P500. Interpret and compare the values of Beta by writing a brief summary. Assuming the risk-free rate is 0.2%.

Walmart 0.06 2.03 -1.49 4.93 -1.73 0.11 -0.55 -2.57 -1.98 3.20 3.01 0.00 -0.26 -1.41 0.77 0.57 -0.77 1.87 -0.88 -1.05 -1.97 -3.18 -1.89 2.78 0.23 4.98 1.99 1.03 2.74 4.82 -0.48 1.50 2.31 0.48 1.42 -1.51 4.41 3.00 -2.51 -1.90 4.04 -1.25 -0.06 -0.39 -1.43 0.71 3.37 1.92 Date 22-May-06 15-May-06 8-May-06 1-May-06 24-Apr-06 17-Apr-06 10-Apr-06 3-Apr-06 27-Mar-06 20-Mar-06 13-Mar-06 6-Mar-06 27-Feb-06 21-Feb-06 13-Feb-06 6-Feb-06 30-Jan-06 23-Jan-06 17-Jan-06 9-Jan-06 3-Jan-06 27-Dec-05 19-Dec-05 12-Dec-05 5-Dec-05 28-Nov-05 21-Nov-05 14-Nov-05 7-Nov-05 31-Oct-05 24-Oct-05 17-Oct-05 10-Oct-05 3-Oct-05 26-Sep-05 19-Sep-05 12-Sep-05 6-Sep-05 29-Aug-05 22-Aug-05 15-Aug-05 8-Aug-05 1-Aug-05 25-Jul-05 18-Jul-05 11-Jul-05 5-Jul-05 27-Jun-05 20-Jun-05 13-Jun-05 6-Jun-05 31-May-05 23-May-05 16-May-05 9-May-05 2-May-05 25-Apr-05 18-Apr-05 11-Apr-05 4-Apr-05 28-Mar-05 21-Mar-05 14-Mar-05 7-Mar-05 28-Feb-05 22-Feb-05 14-Feb-05 7-Feb-05 31-Jan-05 24-Jan-05 18-Jan-05 10-Jan-05 3-Jan-05 27-Dec-04 20-Dec-04 13-Dec-04 6-Dec-04 29-Nov-04 22-Nov-04 15-Nov-04 8-Nov-04 1-Nov-04 25-Oct-04 18-Oct-04 11-Oct-04 4-Oct-04 27-Sep-04 20-Sep-04 13-Sep-04 7-Sep-04 30-Aug-04 23-Aug-04 16-Aug-04 9-Aug-04 2-Aug-04 26-Jul-04 19-Jul-04 12-Jul-04 6-Jul-04 28-Jun-04 SP500 -0.39 -1.87 -2.60 1.16 -0.05 1.72 -0.49 0.05 -0.62 -0.33 2.02 -0.45 -0.17 0.17 1.60 0.23 -1.53 1.76 -2.03 0.17 2.98 -1.61 0.11 0.63 -0.45 -0.25 1.60 1.10 1.19 1.81 1.60 -0.59 -0.78 -2.68 1.11 -1.83 -0.29 1.93 1.07 -1.20 -0.87 0.32 -0.63 0.04 0.47 1.33 1.46 0.24 -2.09 1.57 0.17 -0.23 0.80 3.05 -1.48 1.25 0.41 0.83 -3.27 0.71 0.13 -1.53 -0.87 -1.80 0.89 0.81 -0.31 0.19 2.70 0.30 -1.41 -0.14 -2.12 0.15 1.33 0.52 -0.27 0.72 1.05 -1.17 1.54 3.18 3.14 -1.12 -1.24 -0.83 1.93 -1.63 0.41 0.92 0.53 0.86 3.15 0.08 -3.43 1.43 -1.38 -1.03 -1.12 -0.80 -3.20 1.98 1.34 0.17 0.19 0.41 -3.72 3.85 0.71 -1.87 -1.79 -0.85 -3.30 -1.54 0.00 -2.83 3.14 -2.33 1.19 -2.55 1.96 -1.09 -1.81 0.00 2.21 0.52 1.02 Target Sara Lee -0.06 -0.87 -5.64 -2.26 4.28 -3.49 2.72 3.85 4.41 0.00 -1.23 1.96 -0.91 -2.26 -0.10 0.28 -3.17 -0.95 -0.11 -0.72 0.86 2.10 -0.15 1.97 -1.22 -1.43 -0.48 0.23 -0.37 -0.23 -0.64 2.04 1.46 -5.61 1.11 0.39 -1.48 -0.39 0.09 -1.62 -1.17 0.00 -0.98 -0.54 3.44 0.54 -0.24 5.30 -0.11 -0.96 -2.49 1.20 0.02 0.81 -5.35 -0.97 1.82 2.33 5.31 0.23 -0.24 -2.56 2.14 -1.90 1.37 -1.43 1.61 -0.93 -1.24 1.16 -1.34 -1.36 -2.02 -0.86 2.33 1.20 4.52 -0.44 0.60 -3.77 -2.01 0.47 2.00 -2.46 -5.57 2.20 -0.60 2.47 0.69 -2.92 3.10 3.29 4.36 -1.33 0.89 1.79 -0.63 -2.74 1.62 -0.52 -0.69 -2.35 0.79 -0.81 3.11 -1.79 7.18 3.13 3.44 4.70 1.00 0.74 -0.48 -1.55 -2.86 0.05 4.09 -1.48 1.33 0.19 -1.39 1.26 -1.31 2.03 -1.91 -2.75 -1.23 -2.35 1.98 -0.65 1.50 -0.83 2.98 -2.57 4.43 1.19 4.11 0.00 0.78 -5.77 -1.30 3.66 1.48 0.13 -5.61 -1.32 2.84 0.49 -0.06 -0.66 -2.27 0.66 0.00 0.85 -0.99 0.49 1.79 -0.54 -1.25 -1.19 0.37 4.33 3.62 0.14 4.84 4.53 1.75 -0.91 -0.92 -0.85 4.12 -2.27 -1.66 3.89 1.99 -2.39 -1.08 1.86 -0.24 -1.65 2.21 2.46 2.56 2.17 2.22 5.12 5.22 -1.18 -6.40 -3.60 -0.53 -1.41 3.37 -2.09 2.75 -1.82 -1.17 0.00 -6.07 2.10 -1.08 -0.40 4.33 0.13 -2.81 0.67 4.74 3.70 -1.03 -0.60 -0.54 0.62 0.62 -1.81 0.36 -0.57 -1.99 2.58 4.04 -3.18 -0.27 0.97 1.72 -0.33 -1.11 Walmart 0.06 2.03 -1.49 4.93 -1.73 0.11 -0.55 -2.57 -1.98 3.20 3.01 0.00 -0.26 -1.41 0.77 0.57 -0.77 1.87 -0.88 -1.05 -1.97 -3.18 -1.89 2.78 0.23 4.98 1.99 1.03 2.74 4.82 -0.48 1.50 2.31 0.48 1.42 -1.51 4.41 3.00 -2.51 -1.90 4.04 -1.25 -0.06 -0.39 -1.43 0.71 3.37 1.92 Date 22-May-06 15-May-06 8-May-06 1-May-06 24-Apr-06 17-Apr-06 10-Apr-06 3-Apr-06 27-Mar-06 20-Mar-06 13-Mar-06 6-Mar-06 27-Feb-06 21-Feb-06 13-Feb-06 6-Feb-06 30-Jan-06 23-Jan-06 17-Jan-06 9-Jan-06 3-Jan-06 27-Dec-05 19-Dec-05 12-Dec-05 5-Dec-05 28-Nov-05 21-Nov-05 14-Nov-05 7-Nov-05 31-Oct-05 24-Oct-05 17-Oct-05 10-Oct-05 3-Oct-05 26-Sep-05 19-Sep-05 12-Sep-05 6-Sep-05 29-Aug-05 22-Aug-05 15-Aug-05 8-Aug-05 1-Aug-05 25-Jul-05 18-Jul-05 11-Jul-05 5-Jul-05 27-Jun-05 20-Jun-05 13-Jun-05 6-Jun-05 31-May-05 23-May-05 16-May-05 9-May-05 2-May-05 25-Apr-05 18-Apr-05 11-Apr-05 4-Apr-05 28-Mar-05 21-Mar-05 14-Mar-05 7-Mar-05 28-Feb-05 22-Feb-05 14-Feb-05 7-Feb-05 31-Jan-05 24-Jan-05 18-Jan-05 10-Jan-05 3-Jan-05 27-Dec-04 20-Dec-04 13-Dec-04 6-Dec-04 29-Nov-04 22-Nov-04 15-Nov-04 8-Nov-04 1-Nov-04 25-Oct-04 18-Oct-04 11-Oct-04 4-Oct-04 27-Sep-04 20-Sep-04 13-Sep-04 7-Sep-04 30-Aug-04 23-Aug-04 16-Aug-04 9-Aug-04 2-Aug-04 26-Jul-04 19-Jul-04 12-Jul-04 6-Jul-04 28-Jun-04 SP500 -0.39 -1.87 -2.60 1.16 -0.05 1.72 -0.49 0.05 -0.62 -0.33 2.02 -0.45 -0.17 0.17 1.60 0.23 -1.53 1.76 -2.03 0.17 2.98 -1.61 0.11 0.63 -0.45 -0.25 1.60 1.10 1.19 1.81 1.60 -0.59 -0.78 -2.68 1.11 -1.83 -0.29 1.93 1.07 -1.20 -0.87 0.32 -0.63 0.04 0.47 1.33 1.46 0.24 -2.09 1.57 0.17 -0.23 0.80 3.05 -1.48 1.25 0.41 0.83 -3.27 0.71 0.13 -1.53 -0.87 -1.80 0.89 0.81 -0.31 0.19 2.70 0.30 -1.41 -0.14 -2.12 0.15 1.33 0.52 -0.27 0.72 1.05 -1.17 1.54 3.18 3.14 -1.12 -1.24 -0.83 1.93 -1.63 0.41 0.92 0.53 0.86 3.15 0.08 -3.43 1.43 -1.38 -1.03 -1.12 -0.80 -3.20 1.98 1.34 0.17 0.19 0.41 -3.72 3.85 0.71 -1.87 -1.79 -0.85 -3.30 -1.54 0.00 -2.83 3.14 -2.33 1.19 -2.55 1.96 -1.09 -1.81 0.00 2.21 0.52 1.02 Target Sara Lee -0.06 -0.87 -5.64 -2.26 4.28 -3.49 2.72 3.85 4.41 0.00 -1.23 1.96 -0.91 -2.26 -0.10 0.28 -3.17 -0.95 -0.11 -0.72 0.86 2.10 -0.15 1.97 -1.22 -1.43 -0.48 0.23 -0.37 -0.23 -0.64 2.04 1.46 -5.61 1.11 0.39 -1.48 -0.39 0.09 -1.62 -1.17 0.00 -0.98 -0.54 3.44 0.54 -0.24 5.30 -0.11 -0.96 -2.49 1.20 0.02 0.81 -5.35 -0.97 1.82 2.33 5.31 0.23 -0.24 -2.56 2.14 -1.90 1.37 -1.43 1.61 -0.93 -1.24 1.16 -1.34 -1.36 -2.02 -0.86 2.33 1.20 4.52 -0.44 0.60 -3.77 -2.01 0.47 2.00 -2.46 -5.57 2.20 -0.60 2.47 0.69 -2.92 3.10 3.29 4.36 -1.33 0.89 1.79 -0.63 -2.74 1.62 -0.52 -0.69 -2.35 0.79 -0.81 3.11 -1.79 7.18 3.13 3.44 4.70 1.00 0.74 -0.48 -1.55 -2.86 0.05 4.09 -1.48 1.33 0.19 -1.39 1.26 -1.31 2.03 -1.91 -2.75 -1.23 -2.35 1.98 -0.65 1.50 -0.83 2.98 -2.57 4.43 1.19 4.11 0.00 0.78 -5.77 -1.30 3.66 1.48 0.13 -5.61 -1.32 2.84 0.49 -0.06 -0.66 -2.27 0.66 0.00 0.85 -0.99 0.49 1.79 -0.54 -1.25 -1.19 0.37 4.33 3.62 0.14 4.84 4.53 1.75 -0.91 -0.92 -0.85 4.12 -2.27 -1.66 3.89 1.99 -2.39 -1.08 1.86 -0.24 -1.65 2.21 2.46 2.56 2.17 2.22 5.12 5.22 -1.18 -6.40 -3.60 -0.53 -1.41 3.37 -2.09 2.75 -1.82 -1.17 0.00 -6.07 2.10 -1.08 -0.40 4.33 0.13 -2.81 0.67 4.74 3.70 -1.03 -0.60 -0.54 0.62 0.62 -1.81 0.36 -0.57 -1.99 2.58 4.04 -3.18 -0.27 0.97 1.72 -0.33 -1.11

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