Exercise

Loading in your data set

In this final lab you continue your exploration of portfolio theory. Let us first load the data set returns_df into the workspace. This data set contains the monthly returns on the Boeing, Nordstrom, Starbucks and Microsoft stock from March 1995 up to January 2000.

You can find the data set at http://s3.amazonaws.com/assets.datacamp.com/course/compfin/lab9.RData.

Instructions

100 XP

Load the working environment that contains the data set with the help of load().
Use head() and tail() to explore the returns_df data set.
The code chunks to create the timeplots of stocks on separate charts or within the same graph are provided. Make sure to have a close look at these.