Question: please solve this as soon as possible please solve both parts briefly Download monthly share prices of five UK investment trusts of your choice for

 please solve this as soon as possible please solve both parts

please solve this as soon as possible please solve both parts briefly

Download monthly share prices of five UK investment trusts of your choice for the period October 2010 to October 2010 (10 years at monthly frequency). Also download the corresponding data on the FTSE All Share Index. Convert all prices into logarithmic returns for the period and perform the following tasks: 1. Estimate the below linear regression model for each of the five investment trusts and explain which one of them is the riskiest and why. 2. Based on the results of the above regression model, identify the investment trust with the best risk-adjusted performance over the sample period. Briefly explain your selection. Also calculate the R-squared of the above regression models and comment on the amount of variation in the returns of the five investment trusts (Rit) which is explained by the variation in the returns of the market (Rm,f)

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