t

𝝉

g(1)

|a32| = 0.25

|a32| = 0.75

|a32| = 1.25

|a32| = 1.75

|a32| = 2

|a32| = 2.5

|a32| = 3

(A) National Treasury

0

0.32

0.32

−0.06

−0.28

−0.39

−0.64

−0.90

0.71

1

0.85

0.85

0.03

−0.62

−1.05

−2.30

−4.55

1.69

2

0.55

0.55

0.00

−0.36

−0.56

−1.04

−1.63

1.63

3

0.69

0.69

0.01

−0.46

−0.76

−1.49

−2.54

1.64

4

0.61

0.61

0.01

−0.40

−0.64

−1.21

−1.97

1.66

5

0.65

0.65

0.01

−0.43

−0.70

−1.35

−2.23

1.64

6

0.63

0.63

0.01

−0.41

−0.66

−1.27

−2.09

1.65

7

0.64

0.64

0.01

−0.42

−0.68

−1.31

−2.16

1.65

8

0.64

0.64

0.01

−0.42

−0.67

−1.29

−2.12

1.65

9

0.64

0.64

0.01

−0.42

−0.68

−1.30

−2.14

1.65

10

0.64

0.64

0.01

−0.42

−0.67

−1.30

−2.13

1.65

(B) Ipea

0

0.29

0.07

−0.16

−0.41

−0.54

−0.82

−1.13

0.87

1

0.79

0.33

−0.32

−1.31

−2.02

−4.34

−10.0

1.40

2

0.49

0.17

−0.21

−0.66

−0.92

−1.54

−2.33

1.41

3

0.64

0.25

−0.26

−0.93

−1.36

−2.51

−4.33

1.42

4

0.54

0.20

−0.23

−0.76

−1.07

−1.86

−2.93

1.43

5

0.60

0.22

−0.24

−0.85

−1.22

−2.19

−3.60

1.42

6

0.57

0.21

−0.23

−0.79

−1.13

−1.98

−3.18

1.43

7

0.58

0.22

−0.24

−0.82

−1.18

−2.09

−3.41

1.42

8

0.57

0.21

−0.23

−0.81

−1.15

−2.03

−3.27

1.42

9

0.58

0.22

−0.24

−0.82

−1.17

−2.07

−3.35

1.42

10

0.57

0.21

−0.24

−0.81

−1.16

−2.05

−3.31

1.42