Since you do not have superior information relative to others, especially the financial institutions, you plan to invest in a broad market index which contains all stocks traded (after screening for SHRCD and PRIMEXCH). Calculate the monthly equal-weighted average return from the beginning to the end of the sample period. (Please define the variable name as "RET.ew") Note that some stocks have missing RET data in some months. That is probably because they are suspended from trading for a few months. Let's take missing RET as zero and then calculate the equal-weighted average monthly returns. If you are using R, print out the result.