1. Consider the code main.m in the Mechanical Trading Rules folder. 2. In the original code, implement a short moving average windS =3. You may keep the long moving average wind L=10. Implement a new moving average trading rule that prescribes a buy (sell) signal when a short moving average crosses a longer moving average from below (above). How does this new rule affect the performance of your trading rule? [C,R][15% of marks]. 3. Next, in Task 3.2 above replace windS =3 with windS =5. How does this new rule affect the performance of your trading rule? [C,R][5% of marks]. 4. Go back to the original model in Task 3.1. So far we have assumed that there are no transaction costs. As trading is not free, let's define transaction costs as a fraction of the sale or purchase amount, e.g. 0.15 percent (or 15 basis points) of 100,000$. How do transaction costs affect the performance of your trading rule? [C, R] [ 10% of marks]. 1. Consider the code main.m in the Mechanical Trading Rules folder. 2. In the original code, implement a short moving average windS =3. You may keep the long moving average wind L=10. Implement a new moving average trading rule that prescribes a buy (sell) signal when a short moving average crosses a longer moving average from below (above). How does this new rule affect the performance of your trading rule? [C,R][15% of marks]. 3. Next, in Task 3.2 above replace windS =3 with windS =5. How does this new rule affect the performance of your trading rule? [C,R][5% of marks]. 4. Go back to the original model in Task 3.1. So far we have assumed that there are no transaction costs. As trading is not free, let's define transaction costs as a fraction of the sale or purchase amount, e.g. 0.15 percent (or 15 basis points) of 100,000$. How do transaction costs affect the performance of your trading rule? [C, R] [ 10% of marks]