First, download some data. Go to Yahoo Finance and download levels for the

assets in the allocation below. Use the monthly adjusted close values $($so you can

ignore the dividend information$)$ for the period:

Start date: $09/30/2013$

End date: $10/31/2023$

You will obtain $121$ months of price data from which you will obtain $120$ monthly

returns.

This will provide ten years of monthly returns $($October $2013-$ September $2023--$

$120$ observations$).$

Calculate the log returns for these assets $(40$ points$),$ and then follow the directions

in the book for calculating the James$-$Stein Estimates for these assets $(60$ points$).$

$15\%$ Russell $2000(^$RUT$)$

$20\%$ SPDR S&P $500$ ETF Trust $($SPY$)$

$20\%$ Invesco QQQ Trust $($QQQ$)$

$10\%$ Clough Global Equity Fund $($GLQ$)$

$20\%$ iShares $20+$ Year Treasury Bond ETF $($TLT$)$

$8\%$ iShares iBoxx $ Investment Grade Corporate Bond ETF $($LQD$)$

$5\%$ Templeton Global Bond Fund Class A $($TPINX$)$

$2\%$ SPDR Gold Shares $($GLD$)$