- Download the monthly stock prices of 10 stocks of your choice from Yahoo finance for the period 2001-2016. Prepare a table of summary statistics.
- Compute the log returns of the stocks and plot the returns versus the log returns. Compute the correlations and plot the correlogram of the stocks.
- Form an equally weighted portfolio of these stocks and compute its mean return and standard deviation of the portfolio for the entire period.
- Compute the CAPM beta and Fama-French risk factors for the portfolio using regression.
Submit all the R programs. All R-programs should be working.