$1)$ Obtain closing price data for major stock indices for $10$ of $G20$ countries for the time

period between April $1,2020$ and March $31,2024.$

$2)$Generate return series for each index using the following formula:

$r_t=\frac{P_t-P_{t-1}}{P_{t-1}}$

$3)$For each return series, calculate sample mean, sample variance.

$4)$For each return series, test whether mean return is equal to zero, against the alternative that it is not equal to zero.

$5)$ Out of $10$ indices you chose, calculate cross$-$correlations for $5$ return series of your choosing.

$6)$For one of your chosen indices, check whether it follows normal distribution using chi$-$square test.

$7)$Now create $2$ subsamples for your $10$ return series, first one for the period between April $1,2020$ and March $31,2022$ and second one for the period between April $1,2022$ and March $31,2024.$

$8)$Perform the calculations in steps $3,4,5$ and $6$ for each subsample.

$9)$Discuss your findings. i$.$e$.$ Do means and variances seem constant for the different subperiod and the whole sample? How about correlations? Explain.