CAPM Beta estimation

To complete this segment, download data from the Yahoo Finance website. Data

should have the following specifications:

Monthly frequency

Start date: $1$st Jan $2015$

End date: $31$st Dec $2022$

$1.$ Perform these tasks in Microsoft Excel.

$($a$)$ Download data on the following tickers: GM $($firmm$),$ SPY $($market portfolio proxy$),$ TNX $($risk$-$free rate$).$

Merge the data on date $($hint: Use VLOOKUP function in Excel$).$

$($b$)$ What is the estimated CAPM Beta. Report the regression output in the Excel spreadsheet. Provide a screenshot of the regression output in

the report.

$($c$)$ Interpret the CAPM Beta