Variance

(×100)

Skewness

(×1000)

Kurtosis

(×10,000)

Bell Risk Measure (×100)

C = 5

C = 17

C = 34

Asset X

0.29

−0.20

2.00

0.18

0.44

1.22

Asset Y

0.29

0.10

0.50

0.14

0.18

0.33