Pls Help!!

For the following THREE exercises A, B & C

Calculate daily or weekly (or monthly) returns for each security or index, OR a complete year of daily returns. You must use at least 100 observations.

Estimate linear regression models.

Indicate the source of your data.

You may use Excel or any software to estimate the regression models.

Interpret/explain the output: parameter estimates (alpha and beta), R², F statistic, T-Statistics, Systematic and unsystematic risks etc. Include scatter plot of the returns. NO Need to upload the data.

Work with ONE partner you select.

Feel free to use your Book for TOM 3020 or FRL 3631

Place the output i.e. regression models on One page and explain the output in NO more than two pages.

A. Select a STOCK and the appropriate STOCK MARKET index.

The dependent variable is the rate of return on the stock, and the independent variable is the stock market index such as S&P 500 index. That is use ONE independent variable.

B. For the stock Selected in A use the stock market index, S&P 500, as well as a sector/industry index. That is use TWO independent variables.

Estimate a multiple regression model.

The dependent variable is the rate of return on the stock, and the independent variables are the rates of return on the stock market index and the industry index.

An industry ETF can substitute for the industry index.

C. Select a STOCK MUTUAL FUND or ETF and the same market index in A and B.

The dependent variable is the rate of return on the fund. The independent variable is the RoR on the appropriate market index.

Compare the beta, its t-stat and R² of stock (part A) vs. fund.