Spread
K
ECF
MC
C.I. Length
20
5
26.5940
26.5936
26.5910
26.5942
1.4267 ´ 10−4
0.00%
0.00%
−0.01%
15
10
21.6486
21.6104
21.5761
21.6547
1.4270 ´ 10−3
−0.03%
−0.20%
−0.36%
10
15
17.0447
16.8630
16.8108
17.0682
3.3615 ´ 10−3
−0.14%
−1.20%
−1.51%
5
20
13.1066
12.7435
12.7100
13.1508
3.3615 ´ 10−3
−0.34%
−3.10%
−3.35%
0
25
9.9462
9.4451
9.4431
10.0063
6.6941 ´ 10−3
−0.60%
−5.61%
−5.63%
−5
30
7.5059
6.9338
6.9588
7.5795
8.5450 ´ 10−3
−0.97%
−8.52%
−8.19%
−10
35
5.6608
5.0748
5.1170
5.7401
9.4264 ´ 10−3
−1.38%
−11.59%
−10.86%
−15
40
4.2798
3.7181
3.7688
4.3585
1.0472 ´ 10−2
−1.81%
−14.69%
−13.53%
−20
45
3.2497
2.7337
2.7865
3.3310
1.1202 ´ 10−2
−2.44%
−17.93%
−16.35%