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12. Visit Professor Kenneth French's data library Web site: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html and download the monthly returns of 6 portfolios formed on size and book-to-market (2 x

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12. Visit Professor Kenneth French's data library Web site: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html 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 2018. 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

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