The daily changes in stock prices exhibit a random behavior, which means that these daily changes…

The daily changes in stock prices exhibit a random behavior,
which means that these daily changes are independent of each other
and can be approximated by a normal distribution. To test this
theory, collect data for one company that is traded on the Tokyo
Stock Exchange, one company traded on the Shanghai Stock Exchange,
and one company traded on the Hong Kong Stock Exchange and then do
the following:
1.
          
Record the daily closing stock price of each of these companies for
six consecutive weeks (so you may have 30 values per
company).
2.
          
For each of your six data sets, decide if the data are
approximately normally distributed by:
a.
          
constructing the stem-and-leaf display, histogram or polygon, and
boxplot.
b.
         
comparing data characteristics to theoretical properties.
c.
          
constructing a normal probability plot.
d.
         
Discuss the results of (a) through (c). What can you say about your
three stocks with respect to daily closing prices and daily changes
in closing prices? Which, if any, of the data sets are
approximately normally distributed?