t | E[AROE]% | Minimum | Maximum | cq (0.95) | cq (0.99) |
0 | 0.67479 | 0.34287 | 1.68634 | 0.66452 | 0.65280 |
5 | 0.53243 | 0.25872 | 1.55239 | 0.51239 | 0.50342 |
10 | 0.47354 | 0.20432 | 1.49752 | 0.46231 | 0.45265 |
15 | 0.42496 | 0.15321 | 1.45321 | 0.40856 | 0.39312 |
20 | 0.37553 | 0.12865 | 1.40729 | 0.34569 | 0.33264 |
25 | 0.36333 | 0.11867 | 1.39634 | 0.35001 | 0.33142 |
30 | 0.35233 | 0.11745 | 1.38634 | 0.31987 | 0.30963 |
35 | 0.35005 | 0.10998 | 1.37523 | 0.31867 | 0.30856 |
40 | 0.34758 | 0.09723 | 1.37231 | 0.30645 | 0.30021 |