Use the data in the Excel workbook HW 1 Fall 19.xlxs to answer the problems below.

1.Use the monthly industry data from worksheet, "Data for Problem 1" to find the returns statistics reported in Table 5.4 in the textbook.

Mean excess returns (annualized)

Standard deviation (annualized)

Sharpe ratio

Lower partial SD annualized

Skew

Excess kurtosis

VaR (1%) actual (monthly) returns

VaR (1%) normal distribution

% of monthly returns more than 3 SD below mean

Expected shortfall (monthly)

Present the statistics in a nice looking table, and any notable results (e.g., highest and lowest Industry Sharpe ratios, skewness, etc.)

you can upload the excel file from this link

https://www.dropbox.com/s/j4ya2na1dj5mbga/HW%201%20Fall%2019.xlsx?dl=0