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Long time lurker here. I feel the need to chip in. SCE is a wholly-owned subsidiary of Sony Corp:

http://www.sony.net/SonyInfo/News/Press_Archive/200311/03-054E/

This means Sony Corp controls 100% of SCE's stocks, and SCE's stocks are not available for public trading.

MSFT buying SCE is not an option, unless MSFT were to buy all of Sony Corp.