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