Required: (A) Compute the weekly returns for S&P500, MSFT, INTC and CSCO. (B) Compute the excess returns for S&P500, MSFT, INTC and CSCO (Hint: Excess Return of X = Return of X Risk Free Rate) (C) Provide summary statistics for the excess returns of S&P500, MSFT, INTC and CSCO and comment on the output. (D) Conduct correlation analysis among the four variables (S&P500, MSFT, INTC and CSCO) using correlation coefficients. Formulate the null and the alternative hypothesis for the correlation between S&P500 and each stock. What you can conclude? (E) Run a scatter plot between the excess returns of S&P500 and MSFT, INTC and CSCO. What can you conclude about linearity and how would you describe the relationship between the variables? (F) Check for the existence of outliers using Boxplot. What can you conclude? (G) Check the stationarity of the four excess returns (S&P500, MSFT, INTC and CSCO). (H) Estimate the Capital Asset Pricing Model (CAPM) parameters Betas and Alphas by regressing each stock excess returns on the market's excess returns assuming that the S&P500 index is the market index and comments on the estimated Betas and Alphas coeifiencts. Does any regression give us the reason to reject the assumptions of the CAPM? (An implication of the CAPM is that the intercept coefficient, Alpha, should be zero. From the regression output, are the Alphas coefficients are statistically different from zero?