Answer the same questions as Problem 1 but using monthly returns for General Electric (GE), CRSP value-weighted index (VW), CRSP equal-weighted index (EW), and S\&P composite index from January 1940 to September 2011. The returns include dividend distributions. Data file is \(\mathrm{m}-\mathrm{ge} 3 \mathrm{dx}-4011\). txt (date, ge, vw, ew, sp).

Data From Problem 1:

Consider the daily simple returns of American Express (AXP), CRSP value weighted index (VW), CRSP equal-weighted index (EW), and the S\&P composite index (SP) from September 01, 2001 to September 30, 2011. Returns of indices include dividends. The data are in the file \(d-a x p 3 d x-0111\). txt (date, axp, vw, ew, sp).