Hi, i need the solution codes of bellow question in R. Thanks in advance :)

4. Consider the daily stock returns of S&P (SP) and American Express (AXP) from January 1, 2017 to September 2, 2020.

************The data can be obtained through "quantmod" package in R using symbol ^GSPC.************

a) Is there any evidence of serial correlations in the log returns? Use autocorrelations and 5% significance level to answer the question. If yes, remove the serial correlations.

b) Is there any evidence of ARCH effects in the log returns? Use the residual series if there are serial correlations in point (a). Use the Ljung-Box statistics for the squared returns (or residuals) with 5 and 10 lags of autocorrelation and 5% significance level to answer the question.

c) Identify an ARCH models for SP and AXP. Write down the fitted model.