Question: The data below contains stock returns for ge (general electric), vw (value-weighted market returns), ew (equal-weighted market returns), and sp (Standard Poor composite index). The
The data below contains stock returns for “ge” (general electric), “vw” (value-weighted market returns), “ew” (equal-weighted market returns), and “sp” (Standard Poor composite index). The time span of the data ranges from Jan 1940 to Sept 2011. Please do following work within R/RStudio environment. (a) Compute the sample mean, standard deviation, skewness, excess kurtosis, minimum, and maximum of each simple return series.(b) Transform the simple returns to log returns and redo part (a).(c) Test the null hypothesis that the mean of the log returns of “ge” stock is zero. Use 5% significance level to draw your conclusion.date ge vw ew sp19400131 -0.061920 -0.024020 -0.019978 -0.03522819400229 -0.009901 0.013664 0.029733 0.00663919400330 0.049333 0.018939 0.026168 0.00989319400430 -0.041667 0.001196 0.013115 -0.00489819400531 -0.197324 -0.220314 -0.269754 -0.23954119400629 0.061667 0.066664 0.066550 0.07659119400731 0.067460 0.032230 0.036805 0.03106219400831 0.011152 0.023962 0.023221 0.02623919400930 0.043382 0.023028 0.037207 0.00947019401031 0.007117 0.029705 0.049218 0.03940019401130 -0.048057 -0.016348 -0.001669 -0.04241919401231 0.007605 0.006811 -0.018789 -0.00282819410131 -0.003774 -0.040505 -0.007317 -0.04820419410228 -0.003788 -0.014839 -0.019409 -0.01489619410331 -0.008365 0.009599 0.014308 0.00403219410430 -0.104651 -0.053065 -0.057382 -0.06526119410531 -0.012987 0.013858 0.010105 0.00429619410630 0.143860 0.058683 0.066908 0.05347619410731 -0.015504 0.059519 0.130139 0.05482219410830 0.031496 -0.000463 -0.007180 -0.00866219410930 -0.016031 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