Use the data to compute daily returns for Microsoft, the S&P index, and gold. Compute returns from the previous trading day's price to the current day's (You will lose one observation). The risk-free rate (^TNX) is already in daily percentage terms. Use the given risk-free rate (^TNX) to compute excess returns for MSFT and ^GC and the market risk premium for ^SPX. Use the "=slope" and "-intercept" formulas in excel to compute the beta and alpha of MSFT and ^GC. Interpret alpha and beta for each asset. Do these beta make sense to you? Why or why not?