Hello tutor please help in answering the question below by referring to the the data set. Thank you

Question

Examine the historical performance of portfolios formed by sorting stocks into five groups based on their market-to-book ratio. Low market-to-book indicates that a firm is cheap, its market value is low relative to intrinsic value; high market-to-book indicates that a firm is expensive due to investors' optimistic view on high growth potential of the firm's business. The market-to-book can be used to construct a stock-picking strategy; long value stocks and short growth stocks.

a) Create the Ibbotson chart to show the cumulative value of $1 investment in 1971 for each of the five market-to-book sorted portfolios.

b) calculate the sample average of excess returns for each of the five market-to-book sorted portfolios. Report the annualized average excess returns (multiplied by 12) and Make a bar plot for these average excess returns.

c) calculate the sample standard deviation (volatility) of excess returns for each of the five market-to-book sorted portfolios. Report the annualized standard deviations (multipliedby 12) and Make a bar plot for these historical standard deviations.

d) calculate Sharpe ratios for each of the five market-to-book sorted portfolios. The Sharpe ratio is computed as the annualized average excess return (from question 1) divided by the annualized standard deviation (from question 2). It measures the average return you can earn for bearing per unit of risk. Make a bar plot for these Sharpe ratios.

Data set average (31/1/71 - 31/1/20)

Lowest Market-to-Book Portfolio (Value)	Market-to-Book 2	Market-to-Book 3	Market-to-Book 4	Highest Market-to-Book Portfolio (Growth	Risk free rate
1.13%	1.03%	1.01%	1.03%	0.97%	0.37%