1) Download monthly return data from CRSP from January 2015 to December 2019 for the following REITs identified by their ticker symbols: NNN, CDR, RYN, HST, BRE, PSA, HCN, BXP, CBL, DLR, and a market proxy. ( if these REITS are no longer listed just use the ones that are listed and minimize your portfolio) Use the value weighted return ( includes distributions) as your proxy for the market return. It will appear as VWRETD in the database. The REITs data should be holding period returns. To download the data go to the annual CRSP section, then under the annual section go to stocks security files and select monthly returns.

Provide descriptive statistics for your 10 REITS and the market proxy. Please comment on the information from the descriptive statistics. This includes the annualized the mean and standard deviation. Also explain the 3 and 4 moments of the distribution, this should not be annualized.