Based on the following yearly return data for $4$ stocks $(x_1,x_2,x_3,x_4)$ in "stockreturns.csv$"$

over the past $40$ years and the annual risk free rate $r_f=0\mathrm{.}02,$ answer the following questions,

$($a$)$ Use the Jarque$-$Bera test to test whether the price of stick $x_4$ follows normal distribution.

$($b$)$ Estimate the expected return and covariance between $4$ stocks using sample mean and

sample covariance.

$($c$)$ Using the Markowitz method, calculate the normalized tangency portfolio weights based

on the result from part $($b$).$ Show your steps.