The accompanying dataset tracks the monthly performance of stock for a certain company from January 2001 to December 2005. The data include 60 monthly returns on the company as well as returns for the entire stock market. Formulate the SRM with the Company Return as the response and Market Return as the predictor.

Company Return Market Return 0.453239 0.040584 -0.158437 -0.099625 0.214056 -0.070277 0.158271 0.082118 -0.212015 0.010823 0.162046 -0.017585 -0.187299 -0.018843 -0.013052 -0.057495 -0.164663 -0.089798 0.134353 0.028163 0.215487 0.078389 0.027801 0.017318 0.127845 -0.016117 -0.122695 -0.022321 0.091386 0.045357 0.025817 -0.050516 -0.040897 -0.010616 -0.235153 -0.068844 -0.136501 -0.083028 -0.033952 0.008096 -0.016767 -0.100202 0.109066 0.076482 -0.035908 0.062511 -0.074222 -0.053993 0.002047 -0.022926 0.045734 -0.015303 -0.058582 0.010035 0.005821 0.084246 0.263151 0.062374 0.060488 0.015974 0.107564 0.023772 0.074071 0.025679 -0.081693 -0.008882 0.103374 0.059476 -0.085437 0.016225 0.021885 0.045246 0.054322 0.023066 0.061552 0.015451 0.134047 -0.010491 -0.046282 -0.023952 0.089249 0.014235 0.158248 0.021117 -0.006293 -0.038238 0.068168 0.002781 0.122479 0.020797 0.357957 0.018331 0.275781 0.048127 -0.039992 0.035923 0.198839 -0.026987 0.166826 0.023272 -0.070821 -0.017147 -0.136601 -0.025783 0.102968 0.037065 -0.075827 0.011459 0.154143 0.042987 0.097749 -0.005966 0.146014 0.010595 0.073974 -0.021195 0.174665 0.040779 0.058661 0.003556

A. Find the t-statistic

B. Find the p-value