Use the dataset Homework2_Data1 and a simple linear regression model to calculate the beta of the stock ABC based on CAPM (see Lecture 5). Please notice that the variables are stock return and overall stock market return. Assume the significance level is 5%. Please screenshot the R code you used for calculation and the table of regression results, and insert the image below.

1. Analyze the summary of regression results (i.e. state the estimated value of regression coefficients, determine if each regression coefficient is different from zero by using t-value or P-value, analyze the meaning of R-squared and interpret the value of beta for this stock)

Date	SP500_Return	ABC_Return
2/1/17	3.72%	-5.37%
1/3/17	1.79%	5.30%
12/1/16	1.82%	-0.41%
11/1/16	3.42%	1.44%
10/3/16	-1.94%	-5.91%
9/1/16	-0.12%	0.11%
8/1/16	-0.12%	7.04%
7/1/16	3.56%	1.81%
6/1/16	0.09%	3.24%
5/2/16	1.53%	2.59%
4/1/16	0.27%	3.66%
3/1/16	6.60%	6.29%
2/1/16	-0.41%	-0.90%
1/4/16	-5.07%	-4.08%
12/1/15	-1.75%	0.51%
11/2/15	0.05%	1.62%
10/1/15	8.30%	5.63%
9/1/15	-2.64%	-7.51%
8/3/15	-6.26%	-8.66%
7/1/15	1.97%	3.56%
6/1/15	-2.10%	-5.79%
5/1/15	1.05%	2.22%
4/1/15	0.85%	3.63%
3/2/15	-1.74%	-1.02%
2/2/15	5.49%	-2.88%
1/2/15	-3.10%	6.14%
12/1/14	-0.42%	-5.27%
11/3/14	2.45%	4.25%
10/1/14	2.32%	-2.25%
9/2/14	-1.55%	-0.67%
8/1/14	3.77%	5.93%
7/1/14	-1.51%	-1.91%
6/2/14	1.91%	0.74%
5/1/14	2.10%	-1.21%
4/1/14	0.62%	3.17%
3/3/14	0.69%	0.39%
2/3/14	4.31%	7.60%
1/2/14	-3.56%	5.82%
12/2/13	2.36%	1.36%
11/1/13	2.80%	10.50%
10/1/13	4.46%	-5.29%
9/3/13	2.97%	1.59%
8/1/13	-3.13%	-1.84%
7/1/13	4.95%	3.71%
6/3/13	-1.50%	0.39%
5/1/13	2.08%	-0.65%
4/1/13	1.81%	6.34%
3/1/13	3.60%	4.43%
2/1/13	1.11%	-1.19%
1/2/13	5.04%	5.63%
12/3/12	0.71%	-6.70%
11/1/12	0.28%	-2.90%
10/1/12	-1.98%	1.17%
9/4/12	2.42%	5.75%
8/1/12	1.98%	-2.53%
7/2/12	1.26%	5.79%