Spread
K
ECF
MC
C.I. Length
50
50
59.7381
59.9191
60.0094
60.2354
1.7226´ 10−2
−0.83%
−0.53%
−0.38%
40
60
52.4154
52.4967
52.5980
52.8421
1.5666 ´ 10−2
−0.81%
−0.65%
−0.46%
30
70
45.6244
45.6139
45.7291
45.9875
1.4105 ´ 10−2
−0.79%
−0.81%
−0.56%
20
80
39.4076
39.3213
39.4528
39.7336
1.3311 ´ 10−2
−0.82%
−1.04%
−0.71%
10
90
33.7918
33.6515
33.8009
34.0946
1.2744 ´ 10−2
−0.89%
−1.30%
−0.86%
0
100
28.7861
28.6166
28.7845
29.0848
1.2179 ´ 10−2
−1.03%
−1.61%
−1.03%
−10
110
24.3817
24.2075
24.3932
24.6916
1.2049 ´ 10−2
−1.26%
−1.96%
−1.21%
−20
120
20.5538
20.3964
20.5980
20.8951
1.2273 ´ 10−2
−1.63%
−2.39%
−1.42%
−30
130
17.2644
17.1400
17.3549
17.6510
1.2885 ´ 10−2
−2.19%
−2.90%
−1.68%
−40
140
14.4663
14.3852
14.6100
14.8944
1.3328 ´ 10−2
−2.87%
−3.42%
−1.91%
−50
150
12.1067
12.0735
12.3047
12.5775
1.4203 ´ 10−2
−3.74%
−4.01%
−2.17%