Question: Referring to the retirement example in Example 16.6, rerun the model for a planning horizon of 10 years; 15 years; 25 years. For each, which

Referring to the retirement example in Example 16.6, rerun the model for a planning horizon of 10 years; 15 years; 25 years. For each, which set of investment weights maximizes the VAR 5% (the 5th percentile) of final cash in today’s dollars? Does it appear that a heavy in is better for long horizons but not for shorter horizons?

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