Q$1(30$ points$).$ In the module $3($capm$.$R$),$ we have studied the CAPM model by solving linearregression between Ford stock return and S&P$500$ market index. Now, please$($A$)$ Redo the CAPM linear regressions for other stocks $($GE$,$ Microsoft and Oracle$),$ and what$$s yourconclusion on the alpha and beta for each company. Please also discuss the statistic significancefor the two parameters, and R$-$square of the model.$($B$)$ If we construct an equal$-$weighted portfolio of all of the four stocks $($e$.$g$.$ the portfolio return willbe the average of the four returns for each date$).$ Repeat the CAPM regression and compareresults$($C$)$ Let$$s augment the CAPM regression by adding another factor: Treasury Bill $(3$ months$),$ andredo $($A$)$ and $($B$).$ What$$s your conclusion? $($Note that in this case, it will not be CAPM anymore,it becomes a multi$-$factor asset pricing model

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Please submit R program and output $($copy the output console then paste in word document$)$ Can you show R code to perform these tasks?