Question 4. The spreadsheet contains 60 months of monthly data on the excess returns on 3M (the maker of Post-it Notes among many other things) and the US stock market. Run a linear regression(SCL regression) of the returns on 3M on the returns on the market portfolio, using the regression tool in Excel. (There is a video and associated Excel file illustrating how to do this using data on Apple. Put the regression results elsewhere in the spreadsheet, and put references to the cells with the correct answers in the highlighted cells.) a. What is 3M's beta from this regression? b. What is 3M's monthly alpha? c. What percentage of 3M's total risk (variance) is systematic?