Stat- Eviews Problem

I need the solution for attached problem " I am looking for Eviews code in order to run the following state space model described in the word attachment. I require the code to run in Eviews 8. I am happy to supply a file of test data if that would help? I have the market return series as well as the Return to asset, i, return series as in put to the model. Output requirements are: The estimated beta as well as predicted returns as and output, as well as a diagonal matrix whose elements are the variance of estimated portfolio returns.