You are provided with the following data on the return to the stock of XYZ Corporation (XYZ_R), return to market index (Market_R), and risk-free government bond (Bond_R) for the past 10 years. (Note: All the calculation for this problem should be done manually).

1. You are provided with the following data on the return to the stock of XYZ Corporation (XYZ_R), return to market index (Market R)), and risk-free government bond (Bond R ) for the past 10 years. (Note: All the calculation for this problem should be done manually). a. Estimate a CAPM regression of risk premium of XYZ Corporation to market risk premium. b. Do a comprehensive statistical analysis of the regression output. c. Draw the security market line (SML) and analyze XYZ Corporation as an investment opportunity. d. The market risk premium for the next yea is estimated to be 11%. Forecast XYZ's risk premium for the next year and write a 95% confidence interval. e. What is the expected rate of return on the XYZ's stock for the next year. f. The Yahoo Finance site lists the coefficient for XYZ Corporation as 1.10. Is the in your regression statistically different from the one in Yahoo Finance