Using R, Download several years (1-2) of SPY. Find two (2) other ETFs that track it. (5 points) Compute the returns, active returns, and average active return. (5 points) Compute the tracking error an

Using R,

Download several years (1-2) of SPY. Find two (2) other ETFs that track it. (5 points)

Compute the returns, active returns, and average active return. (5 points)

Compute the tracking error and mean-adjusted tracking error. (5 points)

Which ETF tracks the SPY better? (2 points)

Download the Select SPDR funds (tickers = XLB, XLE, XLEF, XLI, XLK, XLP, XLRE, XLU, XLV, XLY) over the same time period as you did for SPY. (5 points)

Compute the returns. (5 points)

Write a function that computes active return internally, and uses that to compute the Mean-Adjusted Tracking Error (10 points)

Determine which single sector fund best tracks the SP500. (3 points)