#Use http://shiny.stat.ucla.edu:3838/c183c283/ to access your data.

#Read your csv file:
a <- read.csv("myfile.csv", sep=",", header=TRUE)

#Convert adjusted close prices into returns:
r <- (a[-1,3:ncol(a)]-a[-nrow(a),3:ncol(a)])/a[-nrow(a),3:ncol(a)]

#Compute mean vector:
means <- colMeans(r[-1])  #Without ^GSPC

#Compute variance covariance matrix:
covmat <- cov(r[-1])  #Without ^GSPC

#Compute correlation matrix:
cormat <- cor(r[-1])   #Without ^GSPC

#Compute the vector of variances:
variances <- diag(covmat)

#Compute the vector of standard deviations:
stdev <- diag(covmat)^.5