2. To examine whether foreign markets move independently of the U.S. stock market and to what extent, Calculate the correlation coefficients between Indian and US stock markets (use monthly data) for the entire period (2000-2022) and for the two sub-periods (2000 - 2009 and 2010-2022) in both the local currency and in US$. Steps: a. Using monthly local returns data, calculate correlations of monthly returns for the entire period and two sub-periods; and b. Repeat step (a) for monthly US$ returns