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They live in Paradise Valley, Arizona, and have three children, two sons: Tucker, founder of an investment company called Tynwald Capital; Benjamin, who served as a member of the United States House of Representatives from Arizona's 3rd Congressional District from 2011 to 2013; and a daughter Corinne.
In the wake of Shadegg's retirement, several Republicans declared their candidacy, including state legislators Pamela Gorman, Jim Waring and Sam Crump, Paradise Valley mayor Vernon Parker and former mayor Ed Winkler, and attorneys Paulina Morris and Ben Quayle.