Month of issuing

No arbitrage sample

Arbitrage sample

Wealth Relative

1-month

0.0998

−0.0128

1.1141

3-month

0.0297

−0.0253

1.0564

6-month

0.0769

0.1296

0.9533

9-month

0.2520

0.1036

1.1345

12-month

0.4022

0.078

1.3007

15-month

0.2790

0.1647

1.0981

18-month

0.3245

0.1966

1.1069

21-month

0.3180

0.1869

1.1105

24-month

0.6107

0.2032

1.3387

27-month

0.6282

0.2298

1.3240

30-month

0.7131

0.2493

1.3712

33-month

0.6623

0.3245

1.2550

36-month

0.7003

0.3483

1.2611