please help i really dont know how to do this case at all, i only have about 2 days to get this done as well

The Beta for Colgate-Palmolive Jocy Moss, a recent finance graduate, has just begun his job with the investment firm or Covili and Wyatt. Paul Covilt, one of the firm's founders, has been talking to Jocy about the firm's investment portfolio. As with any imestment. Paul is concerned aboutithe risk of the investment as well as the potential return. More specifically, because the company holds a diversified portfolio, Paul is concerned about the systematic risk of current and potential investments. One such position the company currently holds is stock in Colgate-Palmolive (CL), Colgate-Palmolive is the well-known manuficturer of consumer products under brand names such as Colgate, Palmolive, Softsoap, Irish Spring, Ajax, and other. Covili and Wyatt currently uses a commercial data vendor for information about its positions. Becaase of this, Paul is unsure exactly how the numbers provided are calculated. The data provider considers its methods proprietary, and it will not disclose how stock betas and ohher information are calculated. Paul is ancomfortable with not knowing exactly how these numbers are being computed and also believes that it could be less expensive to calculate the necessary statistics in house. To explore this question. Paul has asked Joey to do the. following assignments. 1. Go to ( finance.yahoe.com and download the ending monthly stock prices for Colgate.Palmolive for the last 60 months. Use the adjasted closing price, which adjusts for dividend payments and stock splits. Next, download the ending value of the S\&P 500 Index over the same period. For the historical riskfree rate, go to the St. Louis Federal Reserve website (G) nww.stlouisfed.org) and find the three-month Treasury bill secondary market rate. Download this file. What are the monthly returns, average monthly returns. and standard deviations for Colgate-Paimolive stock, the three-month Treasury bill, and the S\&P 500 for this period? 2. Beta is often estimated by linear regression. A model commonly used is called the market model, which is: RtRhti+j[RMtRp]+ct In this regression, R,is the return on the stock and Rj is the riskefree rate for the same period. RS is the return on a stock market index, such as the S\&P 500 index: , is the regression intereept; , is the slope (and the stock's estimated beta); and c1 represents the residuals for the regression. What do you think is the motivation for this particular regression? The intercept, , is often called Jensen's alphia. What does it measure? If an asset has a positive Jensen's alpha, where would it plot with respect to the SML? What is the financial interpretation of the residuals in the regression? 3. Use the market model to estimate the beta for Colgate-Palmolive using the last 36 months of returns (the regression procedure in Excel is one easy way to do this). Plot the monthly returns on Colgate-Palmolive against the index and also show the fitted line. 4. When the beta of a stock is caleulated using monthly returns, there is a debate over the number of months that should be used in the calculation. Rework the previous questions using the last 60 months of returns. How does this answer compare to what you calculated previously? What are some arguments for and against using shorter versus longer periods? Also, you've used monthly data, which is a common choice. You could have used daily, weekly, quarterly, or even annual data. What do you think are the issues here