Modify the model from Example 16.6 so that you use only the years 1975 to 2007 of

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Modify the model from Example 16.6 so that you use only the years 1975 to 2007 of historical data. Run the simulation for the same three sets of investment weights. Comment on whether your results differ in any important way from those in the example.

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Data Analysis and Decision Making

ISBN: 978-0538476126

4th edition

Authors: Christian Albright, Wayne Winston, Christopher Zappe

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