attr(*, "class")= chr "htest" Pick a few (say 5) stocks, calculate the Jarque-Bera statistic for the daily returns of each stock, Construct a data frame to collect the statistics. The first column of the data frame should be the companies ticker symbols, the second column the Jarque-Bera statistics, and the third column the p-values. You can also include skewness and kurtosis in the data frame. What is your conclusion about the normality assumption of stock returns at the daily frequency