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Regress Stock.Risk.Premium as Dependent Y variable again Market Risk Premium for both MSFT and TSLA ( Refer Eqn 8 . 6 . Use Excel Data

Regress Stock.Risk.Premium as Dependent Y variable again Market Risk Premium for both MSFT and TSLA (Refer Eqn 8.6. Use Excel Data Menu -> Data Analysis -> Regression -> Status your Inputs Y and X) What findings do your two regressions show? What is the respective systematic risk (betas) for MSFT and for TSLA (refer 8-4C) Conceptualize your analysis by summarizing your findings.

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