options crt;  ? 2e5
in return;
freq m;
smpl 83:1 87:12;
msd(corr)   ? this is for all companies -- can be reduced
 mobil texaco
 ibm dec datgen
 coned psnh
 boise weyer
 tandy motor
 delta panam
 contil citcrp
 gerber genmil;   ? (a)
port1 = (gerber + texaco)/2;  ? You choose portfolios
port2 = (gerber + genmil)/2;
port3 = (texaco + mobil)/2;
msd port1-port3;  ? (b)
rpmark = market - rkfree;
dot port1-port3 gerber texaco;
  rp. = . - rkfree;
  olsq rp. c rpmark;  ttest1;  ? (d) - example of 2 commands on one line
  set r2. = @rsq;
enddot;
?
print r2port1 r2gerber r2texaco;  ? (e)
?
proc ttest1;
  set tstat1 = (@coef(2)-1)/@ses(2);
  set dft = @nob - @ncid;
  cdf(t,df=dft) tstat1;
endp;
?