Programming Homework Help

i.Find Beta for the stock(MSFT) based on the sample data (monthly returns of MSFT from 2004/01/01 to 2019/12/31)using CAPM model. (4 points)

ii.Test the null hypothesis: H0: β0=0 ; what do you conclude? Draw your conclusion based on p-value. (2 points)

iii.Estimate β1 numerically (based on covariance of the stock return with market return and variance of market return) using the sample period data. Obtain beta of the stock from available stock report (refer the financial website that you choose). Discuss why these three measures are same or different. (5 points)

iv.Provide interpretation of the coefficient estimate β1 . (4 points)

please use “Jupyter Notebook” work on steps i. to iv. and show the python code