Below are the monthly returns for the stocks ABL and HHT as well as the returns on the market. ABL's returns: (7.6%, 3.3%, -3.3%, 8.6 %, 0.5%, 1.3 %, -1.4 %, 1.9 %, 21.3 %, -3.7 % , -1.9%, 2.5%) HHT's returns: (4.5%, -4.9%, 4.7%, 4.4%, -0.8 %, -4.5%, 0.1%, 3.7 % , -6.1%, - 1.1%, 1%, 18.4%) The market returns were: (1.6 %, -6.8 %, 5.2%, 7.6 %, 0%, -1%, 3.6 %, -6.2 %, -1.4%, 1.8%, 2.5%, 9.2%) Using the information above, perform each of the following tasks: a) Compute the first four moments (mean, standard deviation, skew, kurtosis) for the returns for ABL [use stdev/skew/kurt in excel] b) Compute the geo-metric average return for HHT c) Compute the correlation between the returns of ABL and HTT d) Compute the standard deviation and Sharpe ratio for a portfolio that has 40% of funds invested in ABL and the remainder in HHT if the risk-free rate is 0.18% per year. e) Find the beta for ABL and HHT. Which stock of the two is more defensive?