Please enter the following google spreadsheet:

https://docs.google.com/spreadsheets/d/1KAS5j4_J79Ud9x1w5a641mvBdgACO2IXvs4MC9paYhU/edit?usp=sharing

The table shows the monthly returns of six portfolios based on size and book-to-market ratio. As in Damodaran's webpage, split the dataset into three periods: (1) 1928-2020 (2) 1971-2020 (3) 2011-2020. For each of six portfolios, compute the basic statistics like expected returns, STD, skew, and kurtosis. Explain your thoughts on their return distributions, focusing on their proximity to normal distributions, whether each portfolio's return distribution highly depends on the time window, and if return distributions are different across portfolios.