The table below depicts the regression estimates of the single index model for four securities:

Additionally, assume that the expected market excess return is $E(R_m)=8\%$ and its standard

deviation is ${}_m=5\%.$ Calculate the following:

The expected excess return of each security.

The variance of each security$\text{'}$s returns and the R$-$squared of their single index model

regressions.

The variance$-$covariance matrix of the securities$\text{'}$ returns implied by the single index

model.

Assuming an equally weighted portfolio of the four securities$,$ calculate the portfolio's

beta $({}_p),$ alpha $({}_p),$ variance $({}_p^2),$ and expected excess return $(E(R_p)).$