(a) Obtain the daily adjusted closing prices of MSFT for the period January 1, 2007, through December 31, 2007.

i. Perform an augmented Dickey-Fuller test on the series of adjusted closing prices for a unit root.

ii. Now compute the returns for that period and perform an augmented Dickey-Fuller test on the series of returns for a unit root.

(b) Obtain the daily adjusted closing prices of MSFT for the period January 1, 2018, through December 31, 2018.

i. Perform an augmented Dickey-Fuller test on the series of adjusted closing prices for a unit root.

ii. Now compute the returns for that period and perform an augmented Dickey-Fuller test on the series of returns for a unit root.