The file m-excess-c10sp-9003.txt contains the monthly simple excess returns of 10 stocks and the S&P 500 index. The 3-month Treasury bill rate on the secondary market is used to compute the excess returns. The sample period is from January 1990 to December 2003 for 168 observations. The 11 columns in the file contain the returns for ABT, LLY, MRK, PFE, F, GM, BP, CVX, RD, XOM, and SP5, respectively. Analyze the 10 stock excess returns using the single-factor market model. Plot the beta estimate and \(R^{2}\) for each stock, and use the global minimum variance portfolio to compare the covariance matrices of the fitted model and the data.