Visit Professor Kenneth French's data library website at http://mba.tuck.dartmouth.edu/pages/faculty/ken.french /data_library.htrnl and download the monthly returns of "6 portfolios formed on size and book-to-market (2 x 3)." Choose the value-weighted series for the period from January 1930-December 2016 (1 ,044 months). Split the sample in half and compute the average, SD, skew, and kurtosis for each of the six portfolios for the two halves. Do the six split-halves statistics suggest to you that returns come from the same distribution over the entire period?