t | E[AROE]% | Minimum | Maximum | cq (0.95) | cq (0.99) |
0 | 2.34542 | 1.87298 | 3.34245 | 2.19645 | 2.00290 |
5 | 2.00863 | 1.57663 | 3.51297 | 1.95231 | 1.93460 |
10 | 1.64217 | 1.36129 | 2.57190 | 1.62701 | 1.60120 |
15 | 1.58753 | 1.24358 | 2.15253 | 1.57734 | 1.52347 |
20 | 1.50907 | 1.24286 | 2.04465 | 1.48923 | 1.45209 |
25 | 1.45953 | 1.22108 | 1.86286 | 1.44100 | 1.42147 |
30 | 1.43741 | 1.21368 | 1.82375 | 1.42253 | 1.40054 |
35 | 1.41934 | 1.20237 | 1.79042 | 1.40866 | 1.38234 |
40 | 1.39442 | 1.20857 | 1.78789 | 1.38342 | 1.36479 |