09389 08980 08572 08165 07759 07355 06951 06549

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Unformatted text preview: .2976 -0.2584 -0.2194 -0.1804 -0.1416 -0.1028 -0.0642 -0.0257 0.0128 0.0511 0.0893 0.1275 0.1655 0.2034 0.2413 0.2790 0.3167 0.3542 0.3916 0.4290 0.4663 0.5034 0.5405 0.5774 0.6143 0.6511 0.6878 0.7244 0.7609 0.7973 0.8336 0.8699 0.9060 0.9421 0.9780 1.0139 1.0497 1.0854 1.1210 1.1565 1.1920 1.2273 1.2626 1.2978 1.3329 1.3679 1.4028 1.4377 1.4724 1.5071 1.5417 1.5762 1.6107 1.6450 1.6793 1.7135 1.7476 1.7816 1.8156 1.8494 1.8832 1.9169 1.9506 1.9841 2.0176 2.0510 2.0843 2.1176 2.1508 2.1839 2.2169 2.2499 2.2827 2.3155 2.3483 2.3809 2.4135 2.4460 2.4784 2.5108 2.5431 2.5753 2.6075 2.6396 2.6716 2.7035 2.7354 2.7672 2.7989 2.8306 X=105 -0.5557 -3.0230 -2.9803 -2.9377 -2.8952 -2.8528 -2.8106 -2.7685 -2.7265 -2.6846 -2.6429 -2.6013 -2.5598 -2.5184 -2.4771 -2.4360 -2.3949 -2.3540 -2.3132 -2.2725 -2.2319 -2.1915 -2.1511 -2.1109 -2.0707 -2.0307 -1.9908 -1.9510 -1.9113 -1.8717 -1.8322 -1.7929 -1.7536 -1.7144 -1.6754 -1.6364 -1.5976 -1.5588 -1.5202 -1.4817 -1.4432 -1.4049 -1.3667 -1.3285 -1.2905 -1.2526 -1.2147 -1.1770 -1.1393 -1.1018 -1.0644 -1.0270 -0.9897 -0.9526 -0.9155 -0.8786 -0.8417 -0.8049 -0.7682 -0.7316 -0.6951 -0.6587 -0.6224 -0.5861 -0.5500 -0.5139 -0.4780 -0.4421 -0.4063 -0.3706 -0.3350 -0.2995 -0.2640 -0.2287 -0.1934 -0.1582 -0.1231 -0.0881 -0.0532 -0.0183 0.0164 0.0511 0.0857 0.1202 0.1547 0.1890 0.2233 0.2575 0.2916 0.3256 0.3596 0.3934 0.4272 0.4609 0.4946 0.5281 0.5616 0.5950 0.6283 0.6616 0.6948 0.7279 0.7609 0.7939 0.8267 0.8595 0.8923 0.9249 0.9575 0.9900 1.0224 1.0548 1.0871 1.1193 1.1515 1.1836 1.2156 1.2475 1.2794 1.3112 1.3429 1.3746 VPFt δ γ -7.1916 -0.1761 0.0097 Full Valuation -10.24 -10.03 -9.82 -9.61 -9.41 -9.21 -9.02 -8.83 -8.64 -8.46 -8.28 -8.11 -7.95 -7.79 -7.63 -7.48 -7.34 -7.20 -7.07 -6.94 -6.83 -6.72 -6.61 -6.51 -6.42 -6.34 -6.27 -6.20 -6.14 -6.08 -6.04 -6.00 -5.97 -5.94 -5.92 -5.91 -5.91 -5.91 -5.92 -5.94 -5.96 -5.99 -6.02 -6.06 -6.11 -6.16 -6.21 -6.27 -6.33 -6.40 -6.47 -6.54 -6.61 -6.69 -6.77 -6.85 -6.93 -7.02 -7.10 -7.18 -7.27 -7.35 -7.43 -7.51 -7.59 -7.66 -7.74 -7.81 -7.88 -7.94 -8.00 -8.06 -8.11 -8.16 -8.20 -8.24 -8.27 -8.30 -8.32 -8.34 -8.35 -8.36 -8.36 -8.35 -8.34 -8.32 -8.30 -8.27 -8.23 -8.18 -8.13 -8.08 -8.01 -7.95 -7.87 -7.79 -7.70 -7.61 -7.51 -7.41 -7.30 -7.18 -7.06 -6.93 -6.80 -6.66 -6.52 -6.37 -6.22 -6.07 -5.91 -5.74 -5.57 -5.40 -5.22 -5.04 -4.86 -4.67 -4.48 -4.28 -4.09 VPFt+5(St+5) Approximations Delta-based Gamma-based -4.55 -3.46 -4.59 -3.54 -4.64 -3.62 -4.68 -3.70 -4.73 -3.78 -4.77 -3.85 -4.81 -3.93 -4.86 -4.01 -4.90 -4.08 -4.95 -4.16 -4.99 -4.23 -5.03 -4.31 -5.08 -4.38 -5.12 -4.45 -5.17 -4.53 -5.21 -4.60 -5.25 -4.67 -5.30 -4.74 -5.34 -4.81 -5.39 -4.88 -5.43 -4.95 -5.47 -5.01 -5.52 -5.08 -5.56 -5.15 -5.61 -5.21 -5.65 -5.28 -5.69 -5.34 -5.74 -5.41 -5.78 -5.47 -5.83 -5.54 -5.87 -5.60 -5.91 -5.66 -5.96 -5.72 -6.00 -5.78 -6.05 -5.84 -6.09 -5.90 -6.13 -5.96 -6.18 -6.02 -6.22 -6.08 -6.27 -6.13 -6.31 -6.19 -6.35 -6.25 -6.40 -6.30 -6.44 -6.36 -6.49 -6.41 -6.53 -6.46 -6.58 -6.52 -6.62 -6.57 -6.66 -6.62 -6.71 -6.67 -6.75 -6.72 -6.80 -6.77 -6.84 -6.82 -6.88 -6.87 -6.93 -6.92 -6.97 -6.96 -7.02 -7.01 -7.06 -7.06 -7.10 -7.10 -7.15 -7.15 -7.19 -7.19 -7.24 -7.24 -7.28 -7.28 -7.32 -7.32 -7.37 -7.36 -7.41 -7.40 -7....
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