V We've recorded dosing price information for hundreds of NASDAQ stocks from last Monday, Tuesday, and Wednesday with the aim of testing whether price movements of stocks on a given day are influenced by movements in the prices on previous days. The contingency table below displays some information for a random sample of 500 stocks. The variables examined in the table are closing price movement from Monday to Tuesday ("closing price is up on Tuesday" or "closing price is not up on Tuesday") and closing price movement from Tuesday to Wednesday ("closing price is up on Wednesday" or "closing price is not up on Wednesday") Each cell of the table has three numbers: the first number is the observed cell frequency (fo); the second number is the expected cell frequency (f) under the assumption that there is no association between the two variables closing price movement from Monday to Tuesday and closing price movement from Tuesday to Wednesday; and the third number is the following value. (to - (B ) (Observed cell frequency - Expected cell frequency) fe Expected cell frequency The numbers labeled "Total" are totals for observed frequency. Part 1 ( to -( ) Fill in the missing values in the contingency table. Round your expected frequencies to two or more decimal places, and round your values to fE three or more decimal places. Send data to Excel Closing price movement from Tuesday X to Wednesday Closing price Closing price up on not up on Total Wednesday Wednesday 114 148 Closing price up on 262 Tuesday Closing price movement 126 112 from Monday Closing price to Tuesday not up on 238 Tuesday Total 240 260 500