Spread

K

ECF

MC

C.I. Length

50

50

51.3843

51.0643

51.3769

51.4609

3.6686 ´ 10−3

−0.15%

−0.77%

−0.16%

40

60

42.6134

41.9998

42.6132

42.7487

5.2246 ´ 10−3

−0.32%

−1.75%

−0.32%

30

70

34.7380

33.6724

34.7329

34.9309

6.5806 ´ 10−3

−0.55%

−3.60%

−0.57%

20

80

27.9956

26.3980

27.9769

28.2380

7.9691 ´ 10−3

−0.86%

−6.52%

−0.92%

10

90

22.4645

20.3784

22.4336

22.7460

9.1516 ´ 10−3

−1.24%

−10.41%

−1.37%

0

100

18.0726

15.6289

18.0371

18.3801

1.0277 ´ 10−2

−1.67%

−14.97%

−1.87%

−10

110

14.6576

12.0121

14.6257

14.9774

1.1022 ´ 10−2

−2.14%

−19.80%

−2.35%

−20

120

12.0282

9.3174

12.0047

12.3481

1.1549 ´ 10−2

−2.59%

−24.54%

−2.78%

−30

130

10.0046

7.3281

9.9907

10.3229

1.2029 ´ 10−2

−3.08%

−29.01%

−3.22%

−40

140

8.4370

5.8579

8.4310

8.7468

1.2316 ´ 10−2

−3.54%

−33.03%

−3.61%

−50

150

7.2090

4.7614

7.2076

7.5032

1.2477 ´ 10−2

−3.92%

−36.54%

−3.94%