d. Do these monthly portfolio returns look normally distributed? Do they exhibit skewness or kurtosis? (Hint: Base your conclusion on a visual inspection of the histograms and the statistics obtained in c). You DO NOT need to do normality tests.) e. Report the variance-covariance (S) and correlation (C) matrices of returns. f. Which ETF returns are the least/most correlated? Are you surprised (why or why not?)