Instructions for Questions $13-19$

Create a dataset that has monthly returns for the following stocks: TSLA, JNJ$,$ GOOGL, and GE from January $1,2018$ to December $31,2022$ using their "adjusted" price. Create an equally weighted portfolio consisting of these stocks and calculate the monthly returns of your portfolio. Import the Market Returns and Risk$-$Free Rate dataset and join with your portfolio to obtain the market return $($market return$)$ and risk$-$free rate $($risk$-$free$).$

Hint: The code to retrieve the necessary data from the tidyquant package on R is as follows: 'stocks $<-$ c$(\text{'}$TSLA$\text{'},\text{'}$JNJ$\text{'},$ 'GOOGL', $\text{'}$GE$\text{'})\%>\%$ tq$\_$get$($get $=$ "stock.prices", from $="2018-01-01",$ to $="2022-12-31")$

Hint: An equally weighted portfolio means that you invest the same proportion of your total investment into each stock. If you have $4$ stocks, you'd invest $25\%$ of your total funds into each.

Dataset Market and Risk Free Return: Market$\_$and$\_$RiskFree$\_$Returns$\_2018\_$to$\_2022.$csv

Which month is the difference between the portfolio return and the market return the highest?

September $2018$

August $2020$

November $2020$

February $2022$