Perform a momentum strategy based on the past one$-$week lagged return $($w$-1,$ named PastRet$)$ as

the momentum signal. Each month, identify your winner portfolio to include the top $3$ crypto assets

with the highest PastRet, and your loser portfolio to include the bottome $3$ with the lowest PastRet.

Create a long$-$short strategy that invests one dollar in the winner portfolio and shorts one dollar in

the loser portfolio each month. The winner or loser portfolio is equal$-$weighted. Calculate the mean

returns of the long leg $($L$),$ the short leg $($S$),$ and the long$-$short portfolio $($L $-$ S$),$ and the standard

deviation of the long$-$short portfolio. The sample period for all strategies is $2018-1-1$ to $2024-3-$

Mean return of the long leg $($L$)($by investing $$1$ in the equal$-$weighted winner portfolio$)$: $($Round it to $4$

decimal points, no percentage sign$)$

A

Mean return of the short leg $($G$)($by investing $$1$ in the equal$-$weighted loser portfolio$)$: $($Round it to $4$ decimal

points, no percentage sign$)$

A

Mean return of the long$-$short portfolio $(L-S)($by investing $$1$ in the equal$-$weighted winner portfolio and

shorting $$1$ in the equal$-$weighted loser portfolio$)$: $($Round it to $4$ decimal points, no percentage sign$)$

$()$ A

Standard Deviation of the long$-$short portfolio $(L-$ S$)$: $($Round it to $4$ decimal points, no percentage sign$)$