Panel F | ||||||||
BETA VW1-Large Low Grade Bond Weight in Market Portfolio | ||||||||
Low Beta | 1.08% | 1.12% | 1.16% | 1.18% | 1.22% | 1.31% | 1.26% | 1.26% |
2 | 1.12% | 1.19% | 1.21% | 1.23% | 1.22% | 1.36% | 1.33% | 1.33% |
3 | 1.23% | 1.19% | 1.21% | 1.20% | 1.25% | 1.36% | 1.35% | 1.30% |
4 | 1.14% | 1.17% | 1.17% | 1.23% | 1.22% | 1.34% | 1.34% | 1.31% |
5 | 1.16% | 1.20% | 1.20% | 1.24% | 1.26% | 1.41% | 1.41% | 1.37% |
6 | 1.20% | 1.22% | 1.24% | 1.27% | 1.37% | 1.40% | 1.40% | 1.39% |
7 | 1.16% | 1.16% | 1.17% | 1.27% | 1.34% | 1.39% | 1.40% | 1.37% |
8 | 1.15% | 1.14% | 1.14% | 1.18% | 1.25% | 1.33% | 1.31% | 1.31% |
9 | 1.18% | 1.23% | 1.26% | 1.24% | 1.36% | 1.30% | 1.34% | 1.27% |
High Beta | 1.21% | 1.25% | 1.29% | 1.48% | 1.61% | 1.18% | 1.23% | 1.23% |
High-Low | 0.13% | 0.13% | 0.13% | 0.30% | 0.40% | −0.14% | −0.03% | −0.02% |