教授出了題練習給我
問關於麥氏投資組合理論 (Markowitz Portfolio Theory )

要求如下:
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Calculate the first four moments of the probability distribution of the first difference of the logs of both your  stock and test for normality indexes.  Calculate the historical covariance between both.

Calculate the portfolio opportunity set by letting w1 vary from 0 to 1 (and the reverse for w2).

Calculate your optimal portfolio with A = 2.5 and using the first and second moments of the probability distributions as calculated in the first step. Compare the results with those obtained in cases of less and more risk aversion.

Calculate and explain the effect of a rise in the covariance between the returns in both your stock indexes on the degree of your portfolio diversification; 

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我想問second, third, four moments是什麼?

first four moments of the probability distribution是解什麼?要如何做?