*Please let me know how to send the accompanying excel sheet needed for the hedge fund styles*

I need help with the python code to compute these answers.

Question 3 (10pts. The following exercise is based on the hedge fund index data provided. The underlying data is the same as that used in the exercises for Questions 1 and 2. You are running a pension fund that allocates capital across various hedge funds. Assume that you are implementing a drawdown control approach for your fund. Rather than using the VaR, you are planning to use the volatility. Perform the following analyses and build your report. 1. For each hedge fund style and each month, compute the annualized volatility (0) as the realized standard of excess returns over the past 12 months. For the first year 1993, use the value from January 1994 (which is cheating, but it does not matter here). Plot the volatility over time for fixed income arbitrage. 2. For each hedge fund style, compute the return of the risk-managed strategy. Specifically, choose an investment I such that IX3x0