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Suppose that you have estimated the expected rate of return on UK stocks using a sample of historical returns for the period 1950-2019. Then you

Suppose that you have estimated the expected rate of return on UK stocks using a sample of historical returns for the period 1950-2019. Then you stumble on a new dataset that enables you to compute historical returns on UK stocks all the way back to 1880. What are the advantages and disadvantages in using the additional data to help estimate the expected rate of return on UK stocks over the coming year?

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