Giving the following table (DO the Job in Excel)

Date	A	B	C	D	index
3-Jan-16	84.87	14.05	67.55	41.7	6,517.71
10-Jan-16	67.02	12.25	57.84	37.4	6,038.03
17-Jan-16	54.05	9.7	45.8	34	5,459.84
24-Jan-16	59.93	10.35	47.07	38.6	5,698.56
31-Jan-16	66.53	11.4	55.09	41.1	5,927.36
7-Feb-16	64.82	11.65	52.35	42.5	5,832.92
14-Feb-16	62.13	11.2	39.89	41	5,801.65
21-Feb-16	66.28	11.3	40.74	41.8	5,942.28
28-Feb-16	68.24	11.95	42	42.8	6,170.16
6-Mar-16	67.51	12.35	47.07	44.5	6,370.37
13-Mar-16	76.07	12.8	49.39	44	6,305.78
20-Mar-16	72.15	13.35	49.18	43	6,460.98
27-Mar-16	68	13.25	50.66	41	6,215.65
3-Apr-16	64.33	13.9	43.27	41.8	6,213.58
10-Apr-16	66.04	14.5	47.7	44.5	6,442.04
17-Apr-16	66.77	14.95	47.07	47.5	6,512.43
24-Apr-16	69.95	15.05	53.61	49.1	6,820.30
1-May-16	67.26	14	57.84	48	6,586.50
8-May-16	71.18	13.55	61.64	50.5	6,654.20
15-May-16	68.97	14.2	58.68	51	6,737.40

1) Calculate the expected weekly returns for each stock assuming continuous compounding (i.e. use log returns) and the standard deviation for each stock. Summaries your results in the following table: Tickers TickerB Ticker TickerD Stock E(RI) gi 2) Draw a histogram showing the return distribution of each stock. Are the returns normally distributed? Hint: Comment on the distribution by observing the moments of the distribution and support your argument with the skewness and kurtosis figures. 3) Form several portfolios assuming the following randomly assigned weights and compute their respective portfolio returns and portfolio standard deviations: Portfolio 1 0.7 Portfolio 2 0.6 Portfolio 3 0.4 0.2 Portfolio 0.2 Portfolio 0.1 Stock Tickers TickerB Ticker Portfolio 0.1 Portfolio 4 0.25 0.25 0.25 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.2 0.1 0.1 0.1 0.2 0.25 0.4 0.6 0.7 Tickers E{ID) op 4) Plot the portfolio returns against the standard deviations you found above in a scatter plot. 1) Calculate the expected weekly returns for each stock assuming continuous compounding (i.e. use log returns) and the standard deviation for each stock. Summaries your results in the following table: Tickers TickerB Ticker TickerD Stock E(RI) gi 2) Draw a histogram showing the return distribution of each stock. Are the returns normally distributed? Hint: Comment on the distribution by observing the moments of the distribution and support your argument with the skewness and kurtosis figures. 3) Form several portfolios assuming the following randomly assigned weights and compute their respective portfolio returns and portfolio standard deviations: Portfolio 1 0.7 Portfolio 2 0.6 Portfolio 3 0.4 0.2 Portfolio 0.2 Portfolio 0.1 Stock Tickers TickerB Ticker Portfolio 0.1 Portfolio 4 0.25 0.25 0.25 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.2 0.1 0.1 0.1 0.2 0.25 0.4 0.6 0.7 Tickers E{ID) op 4) Plot the portfolio returns against the standard deviations you found above in a scatter plot