Submission via Limesurvey link Question 1: Below are the monthly returns for the stocks ABL and HHT as well as the returns on the market. ABL's returns: (5.2%,5.1%,2.1%,6.1%,1.1%,0.1%,2.9%,3.1%,19.1%,4.9%,0.1%,1.1%) HHT's returns: (4%,4%,4%,2.9%,1.1%,4%,1%,3%,7%,2%,0%,17.4%) The market returns were: (1.6%,6%,4.6%,3.1%,1.1%,0.1%,2.1%,5.1%,2.9%,0.1%,0.3%,7.1%) Using the information above, perform each of the following tasks: a) Compute the first four moments (mean, standard deviation, skew, kurtosis) for the returns for ABL [use stdev/skew/kurt in excel] b) Compute the geo-metric average return for HHT c) Compute the correlation between the returns of ABL and HTT d) Compute the standard deviation and Sharpe ratio for a portfolio that has 40% of funds invested in ABL and the remainder in HHT if the risk-free rate is 0.17% per year. e) Find the beta for ABL and HHT. Which stock of the two is more defensive