please complete it in excel and show the formulas used

d$.$ Estimate Goodman$$s and Landry$$s betas as the slopes of regression lines with stock returns on the vertical axis $($y$-$axis$)$ and market return on the horizontal axis $($x$-$axis$).($Hint: use Excel$$s SLOPE function.$)$ Are these betas consistent with your graph?

e$.$ The risk$-$free rate on long$-$term Treasury bonds is $6\mathrm{.}04\%.$ Assume that the market risk premium is $5\%.$ What is the expected return on the market? Now use the SML equation to calculate the two companies' required returns.

Market risk premium $($RPM$)=5\mathrm{.}000\%$

Risk$-$free rate $=6\mathrm{.}040\%$

Expected return on market $=$ Risk$-$free rate $+$ Market risk premium

$=6\mathrm{.}040\%+5\mathrm{.}000\%=11\mathrm{.}040\%$

f$.$ If you formed a portfolio that consisted of $50\%$ Goodman stock and $50\%$ Landry stock, what would be its beta and its required return?