The CAPM predicts that all four intercepts will be zero. For each stock, using α = 0.025, can you accept the null hypothesis that its intercept is zero? Why or why not? Include the p-values with your...

The CAPM predicts that all four intercepts will be zero. For each stock, using α = 0.025, can you accept the null hypothesis that its intercept is zero? Why or why not? Include the p-values with your work.

The CAPM also predicts that the four sets of residuals will be uncorrelated. What is the correlation matrix of the residuals? Give a 95 % confidence interval for each of the six correlations. Can you accept the hypothesis that all six correlations are zero?