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(f) Plot the return. Suppose {r,} represents the continuously compounded weekly return on a stock such that each return is independently identically distributed as a normal distribution with mean 0.25% and standard deviation 3%. Assume that a month refers to 4 weeks. We'll be discussing {n(m) }, the time series of the monthly returns on a rolling basis, i.e. weeks 1 - 4 comprise month 1, weeks 2 - 5 comprise month 2, and so on. (a) What is the mean monthly return? (b) What is the standard deviation of the monthly returns? (c) What is the lag-1 autocovariance of the monthly returns? (d) What is the lag-1 autocorrelations of the monthly returns? (e) How many lag-k autocovariances will be non-zero? (f) Is the time series of monthly returns a weakly stationary process