Why did you choose these $10$ particular stocks? Is there any rationale?

Present a table giving the expected returns, standard deviations, one factor alpha and one

factor beta of each stock. $($Use excess returns for the regressions$).$ Report if the alpha and beta

are statistically significant at $95$ percent level of significance $($Hint: $t$ stat $$ abs $(1\mathrm{.}96)$ or $p$ value

$0\mathrm{.}05$ for significance$).$

What are the weights in these stocks that will result in the minimum variance efficient

portfolio?

Calculate the expected return, standard deviation, one factor alpha and one factor beta of the

minimum variance portfolio and put them in a table.

What are the weights in these stocks that will result in the optimal risky portfolio $($Tangency

portfolio$)?$

Calculate the expected return, standard deviation, one factor alpha and one factor beta of the

optimal risky portfolio and put them in a table.

$*$downloaded $10$ stocks montly returns for $10$ years$*$