Spread

K

ECF

MC

C.I. Length

20

5

26.5940

26.5936

26.5910

26.5942

1.4267 ´ 10−4

0.00%

0.00%

−0.01%

15

10

21.6486

21.6104

21.5761

21.6547

1.4270 ´ 10−3

−0.03%

−0.20%

−0.36%

10

15

17.0447

16.8630

16.8108

17.0682

3.3615 ´ 10−3

−0.14%

−1.20%

−1.51%

5

20

13.1066

12.7435

12.7100

13.1508

3.3615 ´ 10−3

−0.34%

−3.10%

−3.35%

0

25

9.9462

9.4451

9.4431

10.0063

6.6941 ´ 10−3

−0.60%

−5.61%

−5.63%

−5

30

7.5059

6.9338

6.9588

7.5795

8.5450 ´ 10−3

−0.97%

−8.52%

−8.19%

−10

35

5.6608

5.0748

5.1170

5.7401

9.4264 ´ 10−3

−1.38%

−11.59%

−10.86%

−15

40

4.2798

3.7181

3.7688

4.3585

1.0472 ´ 10−2

−1.81%

−14.69%

−13.53%

−20

45

3.2497

2.7337

2.7865

3.3310

1.1202 ´ 10−2

−2.44%

−17.93%

−16.35%