Thedata fileassignment_1.txtcontains 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.

I am having a hard time working with RStudio. Im a beginner....How do I import the large data set in order to calculate the mean, standard deviation, skewness, excess kurtosis, min and maximum. Then transform simple returns to log returns, and test the null hypothesis so that the mean of the log returns is zero. (5%)

Thank you for your help!