Create a dataset that has monthly returns for the following stocks: TSLA, JNJ$,$ GOOGL, and GE from January $1,2018$ to December $31,2022$ using their "adjusted" price. Create an equally weighted portfolio consisting of these stocks and calculate the monthly returns of your portfolio. Import the Market Returns and Risk$-$Free Rate dataset and join with your portfolio to obtain the market return $($market return$)$ and risk$-$free rate $($risk$-$free$).$ An equally weighted portfolio means that you invest the same proportion of your total investment into each stock. If you have $4$ stocks, you'd invest $25\%$ of your total funds into each.

Question$1$: Looking at portfolio monthly returns, how many months did this portfolio exceed a $25\%$ return rate.

Question$2$: $($i$)$ What is the portfolio standard deviation, by$\%($ii$)$ GE standard deviation by $\%,($iii$)$ Portfolio arithmetic average in $\%,($iv$)$ GE arithmetic average in $\%$

Question$3$: What is the compounded cumulative return

Question $4$: What is TSLA's avergae monthly access return relative to the market in $\%?$