For Questions 8-10 you will use the dataset "managers" from the PerformanceAnalytics package in R. This dataset is already in XTS format and no further data cleaning is necessary.Please use this dataset as is and DO NOT impute any null values with 0.The dataset begins on 1996-01-31 and end on 2006-12-31. It contains the following variables:

• HAM1-HAM6:Columns of monthly returns for six hypothetical asset managers
• EDHEC LS EQ:EDHEC Long-Short Equity hedge fund index
• SP500 TR:S&P 500 total returns
• US 10YR TR:Total return series for US Treasury 10-year bond
• US 3m TR:Total return series for US Treasury 3-month bill

The dataset "managers" can be found by using the following code:

if (!require(PerformanceAnalytics)) install.packages("PerformanceAnalytics")

library(PerformanceAnalytics)

data(managers)

Note: You may or may not need the following dependencies

lubridate package

PLEASE ASSIST

NOTE : Dataset period: 1996-01-31 to 2006-12-31

Question 9 1 pts Which manager had the highest Jensen's Alpha? (Hint: You can use the US 10 Year Treasury Bond as the Risk-Free Rate and the S&P 500 Data as the Market Return) 0 Hypothetical Manager 1 O Hypothetical Manager 2 O Hypothetical Manager 3 O Hypothetical Manager4 Question 10 1 pts $8,000 invested in HAM1 at the start of the entire period would have grown to ____ by the end of the period. (Dataset period: 19960130 to 20061231] 0 $40,205.40 0 $17,113.30 0 $23,320.45 0 $33,013.37