Does anyone know how to fix this problem? I tried checked the data and tried to modify the formula multiple times. Attached there is the screen. Thank you!

Does anyone know how to fix this problem? I tried checked the data and tried to modify the formula multiple times. Attached there is the screen. Thank you!

While there is a typo in the image (fAlpha vs Alpha), the issue is that you have NA as a column name. It might be possible in most frame-accessors to get by the fact that this is a reserved word in R, I haven't (with shallow testing) been able to get a formula to work with it.
Change that column name to something that is not a reserved name, perhaps as simple as
names(PTF)[9] <- "NA_"
lm(Alpha ~ Price + ... + NA_ + ..., data = PTF)