Hello, may I please have this completed in Excel format? I need this by Monday 2/26/18 6pm EST. Thank you!

Q1:Index Models:

Download 61 months (January 2013 to January 2018) of monthly data for the SPDR S&P 500 Index ETF (symbol = SPY). Download 61 months (January 2013 to January 2018) of Microsoft Corporation data (symbol = MSFT) and 61 months (January 2013 to January 2018) of Wells Fargo & Company data (symbol = WFC). Download 61 months (January 2013 to January 2018) of iShares 1-3 Year Treasury Bond ETF data (symbol = SHY).Be sure to use end-of-month data!Construct the following on a spreadsheet:

1. Calculate 60 months of returns for the SPDR S&P 500 Index ETF, Microsoft, Wells Fargo, and the iShares 1-3 Year Treasury Bond ETF. (Please compute simple monthly returns not continuously compounded returns.)Use February 2013 to January 2018. Note this means you need price data for January 2013.Report the average monthly returns for the SPDR S&P 500 Index ETF, Microsoft, Wells Fargo, and the iShares 1-3 Year Treasury Bond ETF.

2. Calculate excess returns for the SPDR S&P 500 Index ETF, Microsoft and Wells Fargo. Use the monthly returns on the iShares 1-3 Year Treasury Bond ETF as your monthly risk-free return. Report the average monthly excess returns for the SPDR S&P 500 Index ETF, Microsoft and Wells Fargo.

3. Regress excess Microsoft returns on the excess SPDR S&P 500 Index ETF returns and report , , the r-square and whether and are different from zero at the 10% level of significance. Briefly explain your inference.

4. Use equation 8.10 to decompose total risk for Microsoft into systematic risk and firm-specific risk. That is, calculate total risk, systematic risk and firm-specific risk for Microsoft.

5. Regress excess Wells Fargo returns on the excess SPDR S&P 500 Index ETF returns and report , , the r-square and whether and are different from zero at the 10% level of significance. Briefly explain your inference.

6. Use equation 8.10 to decompose total risk for Wells Fargo into systematic risk and firm-specific risk. That is, calculate total risk, systematic risk and firm-specific risk for Wells Fargo.

7. Use equation 8.10 to estimate the covariance and correlation of Microsoft and Wells Fargo excess returns.