I need calculating course

Weekly return data are presented below for each of two stocks and the market index for a 10 week period. Calculate the following quantities: a. The slope coefficient of the security characteristic line for each stock b. The intercept of the security characteristic line for each stock c. The standard deviation of the residuals from each regression d. The correlation coefficient between each security and the market index e. The average return on the market index f. The variance of the market index Compute the mean return and variance of return for each stock using a. The historical data. b. The market model. Compute the covariance between each possible pair of stocks using a. The historical data. b. The market model. Compute the mean return and standard deviation of a portfolio constructed by placing one half of your funds in each stock, using a. The historical data. b. The market model. Explain why the answers to problem 3a, 3b and 4a, 4b were different