the exercise to get a glimpse of how to conduct active trading, portfolio management, and comparing portfolio strategies. 1) Organize the monthly returns for a. Stock, bond and 60/40 stock and bond returns. We have learned the calculation form the previous assignments. b. The data is included in the template. 2) Passive strategy a. Based on the return since 199001 i. Calculate the monthly stats (average return and standard deviations) of the three programs. ii. Calculate the annualized arithmetic return, standard deviation, and Sharpe ratio. Assume the risk-free rate is 3%. b. Based on the return since 200001 i. Calculate the monthly stats (average return and standard deviations) of the three programs. ii. Calculate the annualized arithmetic return, standard deviation, and Sharpe ratio. Assume the risk-free rate is 3%. the exercise to get a glimpse of how to conduct active trading, portfolio management, and comparing portfolio strategies. 1) Organize the monthly returns for a. Stock, bond and 60/40 stock and bond returns. We have learned the calculation form the previous assignments. b. The data is included in the template. 2) Passive strategy a. Based on the return since 199001 i. Calculate the monthly stats (average return and standard deviations) of the three programs. ii. Calculate the annualized arithmetic return, standard deviation, and Sharpe ratio. Assume the risk-free rate is 3%. b. Based on the return since 200001 i. Calculate the monthly stats (average return and standard deviations) of the three programs. ii. Calculate the annualized arithmetic return, standard deviation, and Sharpe ratio. Assume the risk-free rate is 3%