you will write an R script to calculate the relative volatility for the three given stocks: enb, baba, and aapl

the following are names of files : "BABA.csv$",$ "AAPL.csv$",$ "ENB.csv$"$

These CSV files contain the historical trading data for the corresponding stocks trading

atNYSE$/$Nasdaq stock exchange, and each of them has the following information:

Date, Open Price, High Price, Low Price, Close Price, Adj Close, Volume

Your task is to write an R script that will calculate the covariance for each of the stocks to calculatethe volatility for the year $2019$ using the closing price of the stocks. A higher value of covariancemeans the stock is more volatile.

How to calculate covariance?

To calculate the covariance, we need to know the mean and the standard deviation $($sd$).$ Then using the mean and the standard deviation, we can calculate the covariance $($cv$)$ using the following formula: cv $=$ sd$/$mean

To DO:

Your R script should deliver the following:

$1.$ The script should save the covariance for each of the three stocks to a data frame, and then the data frame should be saved to a CSV file named "covariance.csv$"$

$2.$ All the covariances of the three stocks should be plotted on a single plot

$3.$ Your program should save the stock tickers for the most and the least volatile stocks to a data frame, and then the data frame should be saved to another CSV file named "maxMin.csv

$4.$Make sure the script is well documented.

Important Notes:

Make sure that you show and everystep for exmaple where is project is being saved and ouput for each questions aksed above.Make sure that code runs propely I am also leaving a sample exmaple to that illustrates the output for all the $3$ question. note that in the sample example thery are using five stocks where as we are only focusing on $3$ stocks which are "baba", "enb", "aapl". The sample doesn;t use the same stocks it just to demontrates the outputs of the $3$ questions asked above.

Hope anyone doing this question is clear and Thanks in advance

For Q$1$:

Figure$-1$: Covariance for the five stocks

For Q$2$:This picture has point since the sample example is testing $5$ stocks in our case

there are only $3$ "baba","enb","aapl"

For Q$3$:

maxMin.csv $-$ Notepad

File Edit Format View Help

"Ticker"

"acst"

"bac"

Figure$-3$: The most and the least volatile stocks