Send in Excel files showing that you have run the regressions for the below exercises

1 CAPM 1.1 Economic Theory The Capital Asset Pricing Model (CAPM) may be expressed as (ER; - rf) = B:(ERm - ry), (1) where ERi = expected rate of return on security i ERm = expected rate of return on the market portfolio, e.g. the S&P composite stock index . re= risk-free rate of return, e.g. the return on 90-day Treasury bills Bi = the Beta coefficient, a measure of systematic risk (which cannot be eliminated by differentiation). Recall also that B; measures how the return on security i moves with the market: if ; > 1 the security is volatile (aggressive); if 8, 1 the security is volatile (aggressive); if 8,