these regressions were run in Excel using the return on the SPY as a measure of the S&P500 return in 2012 (you can replicate the results using the regression feature in Excel if you want, but you don't have to). The table below is setup to contain all of the information you need in order to calculate the index model. Fill-in the table using the data from the regression. Multiple R R Square Adjusted R Square Standard Error Observations ANOVA Regression Residual Total Intercept SPY Excess Return Regression Statistics Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations ANOVA Regression Residual Total Intercept SPY Excess Return 0.664125159 0.441062227 0.429883472 0.032025749 df AIG 52 df SS MS 0.040467371 0.04046737 1 50 0.051282429 0.00102565 51 0.091749801 Coefficien Standard t Stat P-value 0.004179484 0.004498408 0.92910299 0.3573 1.712708348 0.272665512 6.28135307 7.98E-08 CITI 0.658672778 0.433849828 0.422526825 0.035366373 52 F 39.4554 1 50 51 SS MS F 0.047924638 0.04792464 38.31579 0.062539017 0.00125078 0.110463655 Coefficients Standard Error t Stat P-value 0.002453986 0.004967639 0.49399441 0.623473 0.301107408 6.189975 1.11E-07 1.863847332