Mean

Std

Max

Min

Deposit (rf)

0.0069

-

-

-

E(rf) = Bond (r1)

0.0077

0.0184

0.0348

−0.0263

F_bond (r2)

0.0085

0.0180

0.0356

−0.0267

C_bond (r3)

0.0138

0.0161

0.0376

−0.0196

Fund (r4)

0.0236

0.0953

0.2846

−0.2097

Stock (r5)

0.0199

0.1175

0.3418

−0.2543

Overseas (r6)

0.0104

0.0740

0.1208

−0.1613