Please provide in-depth step by step solutions. I am struggeling with this couse. i find it hard and i hope someone can explain.

According to the solution the answers should be Vola = 0.1908; drift based on average return = 0.1222; drift based on CAPM = 0.0871. But i dont know what formula or calculations to use to get to these answers. Thanks

Suppose you want to estimate the log-normal model for Microsoft's share price. You obtained the following estimates from a sample of weekly data of Microsoft's share price, the S\&P 500 index and the 3m t-bill, which serves as the risk-free rate. Calculate the annual volatility and the drift for the log-normal model of Microsoft using I. The average weekly log return II. The CAPM relationship. Why might we want to use the CAPM to calculate the drift? Suppose you want to estimate the log-normal model for Microsoft's share price. You obtained the following estimates from a sample of weekly data of Microsoft's share price, the S\&P 500 index and the 3m t-bill, which serves as the risk-free rate. Calculate the annual volatility and the drift for the log-normal model of Microsoft using I. The average weekly log return II. The CAPM relationship. Why might we want to use the CAPM to calculate the drift