Use the index and stock prices to compute the cumulative and monthly returns of the S&P500, AAPL, and PG. The return series need to be traceable to the input data. Returns cannot be computed for the first month but can be computed thereafter. For instance, say the initial price of a stock is X the first month, 1.05X in month 2, and 1.12X in month 3. Then, the cumulative (monthly) returns for months 2 and 3 are 5% (5%) and 12% (7%), respectively. (3 pts)