The Keck Institute for Space Studies has proposed an audacious mission to robotically capture an asteroid, put it in orbit around the Moon, and then study it. It would cost "just" $2.6b, the same as the Curiosity rover now exploring Mars, would inspire budding scientists the world over, increase our knowledge of the early solar system, help prevent the brain drain in space exploration, and, just maybe, be lucrative (depending on what materials are found on the asteroid in question).
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http://www.newscientist.com/article/dn23039-nasa-mulls-plan-to-drag-aste...