C1

TR

n

ρ

YP

WR

Exch

AR-1

ELGEE

RELGEE

ELGEE

RELGEE

Exch

1.04790

0.79504

0.99345

0.74981

0.06

AR-1

1.07018

0.81152

0.97866

0.73729

0.3

Ind

1.14262

0.87243

0.98603

0.76988

Exch

1.23468

0.88941

1.50948

1.05796

0.1

AR-1

1.29277

0.92924

1.43798

1.02313

50

Ind

1.33828

0.98621

1.46806

1.03712

Exch

0.80301

0.56517

0.91464

0.62653

0.06

AR-1

0.89749

0.65623

0.86469

0.62672

0.7

Ind

1.18518

0.99555

1.02135

0.84933

Exch

1.15356

0.78475

1.30655

0.79852

0.1

AR-1

1.28685

0.90425

1.24750

0.79105

Ind

1.46320

1.12052

1.39281

1.01290

Exch

0.42925

0.36534

0.45132

0.41615

0.06

AR-1

0.44041

0.37885

0.44808

0.40805

0.3

Ind

0.47229

0.41564

0.45741

0.42950

Exch

0.49700

0.44274

0.42543

0.38569

0.1

AR-1

0.50975

0.45279

0.41175

0.37517

100

Ind

0.53253

0.48246

0.43528

0.38958

Exch

0.26753

0.23767

0.28060

0.24274

0.06

AR-1

0.30773

0.27131

0.28723

0.23802

0.7

Ind

0.42582

0.39690

0.47786

0.43469

Exch

0.33180

0.25774

0.36312

0.30250

0.1

AR-1

0.39815

0.31492

0.38295

0.30005

Ind

0.51711

0.46137

0.50765

0.46074