Historical Return and Risk Objective: The objective of this assignment is to learn how to obtain basic statistical measures of portfolio performance using historical data. The assignment is also intended to let you see for yourself whether the actual investment experience of the past eighty years accords with our understanding of how risky assets are priced by risk-averse investors. Sheet 1 of the Excel workbook titled "dataset1.xlsx" (available on the class web page) contains monthly returns on three stock portfolios, two bond portfolios, a broad stock index, and one-month U.S. T-bills for the period 1926-2023. The stock portfolios represent all NYSE/AMEX/NASDAQ stocks grouped into small, medium, and large categories based on their market capitalization. Their monthly returns are referred to as SMLSTK, MEDSTK, and LRGSTK, respectively. The bond portfolios are comprised of investment-grade corporate bonds (CBOND) and U.S. government bonds (GBOND). The monthly rate of inflation (INFL) is also provided. For the five portfolios of stocks and bonds, T-bills, and inflation calculate the following: Find the arithmetic mean, variance, and standard deviation of monthly returns. Also, report the annualized mean, assuming monthly compounding, and the annualized standard deviation Picture Create a column graph of the average monthly returns, with labels. Picture Use the monthly mean rate of inflation to find the monthly average real return for the five port