Each group is required to choose three U.S. stocks. Please also make sure that you have complete monthly return data for the last 10 years (2013/1 to 2022/12). Since HPRt=(adjPt-adjPt-1)/ adjPt-1, January 2013 return needs December 2012 price. (1) For monthly HPRs: calculate the arithmetic average monthly return, geometric average monthly return, and standard deviation for each security. (2) For monthly HPRs: is there any difference between the arithmetic mean return and geometric mean return for each security? What causes the difference? What conclusions can you draw? (3) Calculate covariance and correlation among the stocks. (4) Draw the histogram of all three securities and explain the skewness of the stocks.