Consider a single factor model for the returns R of the ten companies: $=++,$ where $(0,2),$ where $$ are pairwise independent and independent of F$.$ Use the empirical values computed earlier to fit the model to the historic data of your company. Explain the methodology you used to fit the parameters in cell E$13$ and submit the parameters $,,($in this order$)$ in cells E$10$ to E$12.$ Hint: A good fit of model and the stock returns can be determined by them sharing key empirical quantities. In this case it would be reasonable to require that the returns and the factor model $++,$ have the same expectation, standard deviation and covariance with the factor F$.[40$pts$]7.$ Discuss the role of the term $$ in the model and its effect on diversification of risk in cell E$14.$ can u help with $7$ pls