$1$ Find the mean sample return $2$ Find the standard deviation of sample return $3$ Find the maximum sample return $4$ Find the minimum sample return $5$ Find the correlation of each stock return with the market $($SPY$)6$ Find the beta of each stock $7$ Find the alpha of each stock $8$ Find the systematic risk of each stock $($Variance Attributable to the Market$)$ Find the unsystematic or residual risk of each stock $($Variance Attributable to none Market events$)910$ What percentage of the variation $($Risk$)$ NOT explained by the market $?11$ What part of the expected return is attributed to the market $($Systematic Return$)12$ What part of the expected return is$$ attributable to stock specific events and non$-$market events $($Unsystematic Return$)13$ Assuming a Singel Factor Model $($SIM$)$ with SPY is the single factor, The covariance between the return on COST and the return on PFE is$($ Hint: You need to use the SIM assumptions to answer this question$)14$ According to the SIM as in Question $13,$ the correlation between COST and PFE is$$ C Using the historical returns in the data table, the correlation between COST and and PFE is

Fill out the yellow highlighted sections of the table, preferrably with excel formulas.