A trade journal in R

A trader's last ten trades, each planned with $1R = \text{₹}5{,}000$, closed with P&L (after costs) of +12,000, −5,000, −5,200, +8,000, −4,800, −5,000, +15,500, −5,000, −2,500, +4,000 rupees. (a) Convert to R-multiples and compute the expectancy, the sample standard deviation and the SQN. (b) Is there evidence of an edge? Answer with the $t$-statistic and a sentence on what sample size would be needed if the true per-trade Sharpe ratio $E/\sigma_R$ were 0.15. (c) Compute the empirical Kelly risk fraction (maximise $\frac1N\sum\ln(1 + fR_i)$; a numerical answer is fine) and explain why using it would be unwise.