Make regression tables of excess return of your eight selected stocks on three (MKT-rf, SMB, HML) and five risk factors((MKT-rf, SMB, HML, RMW, and CMA).

Please consider answering these two questions in the Excell sheet using the same stocks in the file attached:

1. Make regression tables of excess return of your eight selected stocks on three (MKT-rf, SMB, HML) and five risk factors((MKT-rf, SMB, HML, RMW, and CMA).

2. Identify an intercept and three and five beta coefficients of risk factors, and compare adj-R^2, intercept, and residual’s standard deviation of three models.

Please use Yahoo Finance website as your reference.

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