Modify the model from Example 12.7 so that you use only the years 1970 to 2001 of

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Modify the model from Example 12.7 so that you use only the years 1970 to 2001 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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Practical Management Science, Revised

ISBN: 9781118373439

3rd Edition

Authors: Wayne L Winston, S. Christian Albright

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