Consider an investment strategy that buys S&P 500 futures when a price moving average with a short lookback exceeds a price moving average with a longer lookback. a Generate 1,000 times series of strategy returns by applying different combinations of i Short lookback ii Long lookback iii Stop-loss iv Profit taking v Maximum holding period b Compute the maximum Sharpe ratio out of the 1,000 experiments. c Derive E[ max_k{SR_k}], as explained in Section 8.7. d Compute the probability of observing a Sharpe ratio equal to or higher than 4(b). Repeat Exercise 4, where this time you compute the familywise Type I and Type II errors, where SR is the median across the 1,000 Sharpe ratios.