\f2. Compute the monthly excess returns. Based on these computed time series data, estimate means and standard deviations of monthly excess returns for each of the ve stocks and the S&P 500 index. Complete a table with the obtained values to be include in the nal report. GOOGL AMZN TSLA MA A20 S&P 500 Mean STD 3. Estimate the market risk premium and the average risk-free rate, and report them in the nal report. 4. Estimate the alphas and the betas of the ve stocks with the \"Regression\" function in the MS Excel. Report the corresponding tstats, p-values and R2. Interpret the regression results referring to the lecture slides page 34 of 6. Index Models. Alpha t-stat p-value Beta t-stat p-value R2 GOOGL AMZN TSLA MA AZO 5. Estimate the covariance matrix of returns on the ve stocks using the monthly return series constructed, not the excess return series. (Hint: You should use the MS Excel function for sample variances and for sample covariances.) 6. Solve the minimum variance frontier problems for the ve stocks for a set of mean returns using the MS Excel Solver function. Subsequently, draw the minimum variance frontier with the MS Excel. 7. Determine the optimal risky portfolio for the ve stocks by maximizing the Sharpe ratio using the MS Excel Solver function. Calculate the portfolio weights that result in the highest Sharpe ratio. In this process, utilize the average risk-free rate estimated in Question #3 as the risk-free rate. Include the resulting Sharpe ratio in your report. \f\f\f\f