Please. I really need help with this. I am stuck and don't know what to do.

Suppose that you use the three average returns per annum calculated in Part (a) as the estimates of the expected returns for the two stocks and market portfolio, respectively. Suppose that the risk-free rate is 0.8% per annum.

SCL SAN NZX50 Expected Return (monthly) 2.08% 0.55% 1.16% Annualized expected return 24.91% 6.64% 13.86% Standard Deviation (monthly) 6.82% 4.60% 3.01% Annualized Standard Deviation 23.62% 15.93% 10.43% SCL Regression: SUMMARY OUTPUT Regression Statistics Multiple R 0.7002 R Square 0.4902 Adjusted R Square 0.4824 Standard Error 0.0633 Observations 67 ANOVA of SS MS F Significance F Regression 1 0.2508 0.2508 62.5119 4.27943E-11 Residual 65 0.2607 0.0040 Total 66 0.5115 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Intercept 0.0138 0.0186 0.7416 0.4610 -0.0508 0.0233 X Variable 1 0.8531 0.1079 7.9064 0.0000 0.6376 1.0686 SAN Regression SUMMARY OUTPUT Regression Statistics Multiple R 0.7931 R Square 0.6291 Adjusted R Square 0.6234 Standard Error 0.0458 Observations 67 ANOVA SS MS F Significance F Regression 1 0.2317 0.2317 110.231 1.23894E-15 Residual 65 0.1366 0.0021 Total 66 0.3683 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Intercept 0.0342 0.0134 2.5427 0.0134 0.0610 0.0073 X Variable 1 0.8200 0.0781 10.4991 0.0000 0.6640 0.9760