Estimate a monthly return series for your chosen stock (R_(i,t)), the risk-free asset (r_(f )), the market portfolio. Due to the desirable properties of logarithm transformation, the following log-return formula is to be used for calculating the return series: R_t=ln(P_t/P_(t-1) ) ×100 where, Rt is the return on asset i at time t, P_t is the price of the asset at time t, P_(t-1) the price of asset at time t-1, ln is the natural logarithm and R_it is the return on stock i. Plot a time-series graph of all the return series estimated and comment on how their pattern differ from that of the price series in part one. Estimate a static linear regression of the monthly return series using equation (1). Interpret the coefficients of your regression and comment on their statistical significance. Comment on how the presence of auto correlation is likely to affect your analysis of the result above.