Lets construct tradable portfolios from the given dataset.

Upload data in R. Data contain daily close prices, standard industrial classification (SIC) code and market cap (ME) for a large cross-section of stocks in the US. The first row contains the permno of any given stock, whereas the second row contains the date, the third the SIC code, the fourth the closing price, and the fifth market cap. And then upload the five Fama-French factors monthly data.

Write the R code to form decile portfolios sorting stocks by market cap at the end of each month, considering the effect of the SIC code. Report the average number of stocks and the average ME within each decile for each SIC code, over the considered sample.