10. Target-date mutual funds adopt "glide paths such that the funds allocate investments across stocks, bonds, and other assets based on the weights that are set in the funds' set schedules. For example, a 2050 target date fund is likely to be heavily invested in stocks relative to bonds in 2022, but the fund's investments will gradually shift toward bonds as the year 2050 approaches. What behavior do stock market returns need to display in order for this approach to be optimal? Does the empirical evidence support or refute this required feature of returns? 10. Target-date mutual funds adopt "glide paths such that the funds allocate investments across stocks, bonds, and other assets based on the weights that are set in the funds' set schedules. For example, a 2050 target date fund is likely to be heavily invested in stocks relative to bonds in 2022, but the fund's investments will gradually shift toward bonds as the year 2050 approaches. What behavior do stock market returns need to display in order for this approach to be optimal? Does the empirical evidence support or refute this required feature of returns