You have the returns of 5 "mystery stocks" (MS1, MS2, MS3, MS4 and MS5) on the worksheet HW 2 Data.xlsx. Your task to use the Fama-French three factor model to determine which mystery stock is aligned with the following traded shares: Domino's Pizza, Inc. (Ticker: DPZ) National Retail Properties, Inc. (Ticker: NNN) Procter & Gamble Co (Ticker: PG) SPDR S&P 500 ETF Trust (Ticker: SPY) essentially a stock mimicking the S&P 500 index Yum! Brands, Inc. (Ticker: YUM) Go to finance.yahoo.com and look up each stock's Market cap Trailing P/E (if it exists) Price Book (if it exits) Industry (The information is in the "Statistics" and "Profile" tabs.) Use the firm information to determine the relative type of firm each stock is: Small-Growth Large-Growth Small-Value Large-Value Next, run regressions of the excess returns of each mystery stock against Rm-Rf, SMB and HML--the Fama-French 3-factor model. Use the regression coefficients (and, also pay attention to R-squared) to determine the type of stock each mystery stock is, Report the regression results of each regression, (Copy and Paste As a Picture into a Word doc.) Match each ticker (DPZ, NNN, PG, SPY and YUM) to a mystery stock (MSI, ..., MS5). Provide a rationale for your picks. You have the returns of 5 "mystery stocks" (MS1, MS2, MS3, MS4 and MS5) on the worksheet HW 2 Data.xlsx. Your task to use the Fama-French three factor model to determine which mystery stock is aligned with the following traded shares: Domino's Pizza, Inc. (Ticker: DPZ) National Retail Properties, Inc. (Ticker: NNN) Procter & Gamble Co (Ticker: PG) SPDR S&P 500 ETF Trust (Ticker: SPY) essentially a stock mimicking the S&P 500 index Yum! Brands, Inc. (Ticker: YUM) Go to finance.yahoo.com and look up each stock's Market cap Trailing P/E (if it exists) Price Book (if it exits) Industry (The information is in the "Statistics" and "Profile" tabs.) Use the firm information to determine the relative type of firm each stock is: Small-Growth Large-Growth Small-Value Large-Value Next, run regressions of the excess returns of each mystery stock against Rm-Rf, SMB and HML--the Fama-French 3-factor model. Use the regression coefficients (and, also pay attention to R-squared) to determine the type of stock each mystery stock is, Report the regression results of each regression, (Copy and Paste As a Picture into a Word doc.) Match each ticker (DPZ, NNN, PG, SPY and YUM) to a mystery stock (MSI, ..., MS5). Provide a rationale for your picks