I NEED THIS QUESTION AS SOOON AS POSSIBLE, IT'S URGENT, PLZ DON'T COPY IT FROM ANYWHERE TYPE YOUR ORIGINAL CONTENT, I'LL UPVOTE YOUR WORK.

Question 3. (a) Discuss the test for normality considering the definition of skewness and kurtosis as well as empirical evidence on stock market returns. [20 marks] (b) Show and explain that if log-prices follow a random walk with no drift they are a martingale, while if they have a drift they are not a martingale. [15 marks] Question 3. (a) Discuss the test for normality considering the definition of skewness and kurtosis as well as empirical evidence on stock market returns. [20 marks] (b) Show and explain that if log-prices follow a random walk with no drift they are a martingale, while if they have a drift they are not a martingale. [15 marks]