Use the quantmod package to download daily prices of the Alibaba stock (ticker is BABA) from Jan 02, 2018 to Dec 31, 2018. Write R codes for the following tasks.

(a) Find the date with the largest trading volume in the year of 2018.

(b) Calculate the log return for each day based on the adjusted closing price and make a time series plot using the function chartSeries().

(c) Test the normality assumptions on the log returns using the Jarque-Bera test. Also graphically compare the nonparametric density estimate and the best fitted normal density.

(d) Assume a geometric Brownian motion model for the Alibaba stock and estimate the volitality parameter based on daily log returns using the formula presented in the lecture notes. Provide both your R code and the output