| Ambiguity level of asset1 | Return Ambiguity | Variance Ambiguity |
| Mean portfolio Return | Mean portfolio Return | |
| 0.1 | 0.0318 ± 0.00077 | 0.0339 ± 0.00059 |
| 0.5 | 0.0295 ± 0.0019 | 0.0327 ± 0.0012 |
| 0.9 | 0.0292 ± 0.0022 | 0.0315 ± 0.0020 |