a$)$ Using the returns on the S&P $500$ Composite Index as the proxy for the overall stock$-$market

return, estimate the monthly average return, the standard deviation of monthly returns, and

a beta for each stock listed above.

b$)$ Which of the three stocks $($LLY$,$ CMI, SBUX$)$ has the most systematic risk? Clearly convey

what measure you used to identify the amount of systematic risk.

c$)$ Which of the three stocks $($LLY$,$ CMI, SBUX$)$ has the most total return variability if held in

isolation $($i$.$e$.,$ not as part of a well$-$diversified portfolio$)?$ Clearly convey what measure you used

to identify the amount of risk of a stock held in isolation.