20. Use the provided data from the Ken French data library. Calculate the mean and standard deviation of returns for each of four categories: small value, large value, small growth, and large growth. Which types of stocks have provided better Sharpe ratios? 23. Download the annual returns for the years 19272018 on the combined market index (of the NYSE/NASDAQ/AMEX markets) as well as the S\&P 500 from Connect. For both indexes, calculate: ( ) [0 5-2) a. Average return. b. Standard deviation of return. c. Skew of return. d. Kurtosis of return. e. The 5% value at risk. f. Based on your answers to parts (b) - (e), compare the risk of the two indexes. You can do the calculations in Excel and just write the answers on the paper you turn in. 20. Use the provided data from the Ken French data library. Calculate the mean and standard deviation of returns for each of four categories: small value, large value, small growth, and large growth. Which types of stocks have provided better Sharpe ratios? 23. Download the annual returns for the years 19272018 on the combined market index (of the NYSE/NASDAQ/AMEX markets) as well as the S\&P 500 from Connect. For both indexes, calculate: ( ) [0 5-2) a. Average return. b. Standard deviation of return. c. Skew of return. d. Kurtosis of return. e. The 5% value at risk. f. Based on your answers to parts (b) - (e), compare the risk of the two indexes. You can do the calculations in Excel and just write the answers on the paper you turn in