Spread

K

ECF

MC

C.I. Length

20

5

27.7176

27.4510

29.0320

28.6779

1.0476 ´ 10−1

−3.35%

−4.28%

1.23%

15

10

24.2968

23.9533

25.4614

25.0422

8.5187 ´ 10−2

−2.98%

−4.35%

1.67%

10

15

21.2185

20.8709

22.2513

21.8059

7.1737 ´ 10−2

−2.69%

−4.29%

2.04%

5

20

18.4747

18.1838

19.4079

18.9539

6.4985 ´ 10−2

−2.53%

−4.06%

2.40%

0

25

16.0482

15.8554

16.9166

16.4551

5.6703 ´ 10−2

−2.47%

−3.64%

2.80%

−5

30

13.9159

13.8434

14.7496

14.3020

5.2007 ´ 10−2

−2.70%

−3.21%

3.13%

−10

35

12.0514

12.1065

12.8735

12.4293

4.8954 ´ 10−2

−3.04%

−2.60%

3.57%

−15

40

10.4277

10.6068

11.2534

10.8309

4.5859 ´ 10−2

−3.72%

−2.07%

3.90%

−20

45

9.0178

9.3106

9.8558

9.4376

4.3508 ´ 10−2

−4.45%

−1.35%

4.43%