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Unformatted text preview: 0.00004 0.00004 0.00004 0.00004 0.00004 0.00004 0.00004 0.00005 0.00004 0.00004 0.00004 0.00004 0.00004 0.00004 0.00005 0.00005 0.00004 0.00004 0.00005 0.00005 0.00005 0.00004 0.00004 0.00005 0.00004 0.00004 0.00005 0.00004 0.00004 0.00004 0.00004 0.00005 0.00006 0.00006 0.00005 0.00005 0.00005 0.00005 0.00006 0.00006 0.00006 0.00005 0.00005 0.00005 0.00005 0.00005 0.00005 0.00005 0.00005 0.00005 0.00005 0.00005 0.00005 0.00004 0.00004 0.00004 0.00005 0.00005 0.00005 0.00004 0.00005 0.00005 0.00005 0.00004 0.00004 0.00004 0.00004 0.00004 0.00004 0.00004 0.00004 0.00004 0.00004 0.00004 0.00004 0.00003 0.00003 0.00003 0.00003 0.00004 0.00004 0.00004 0.00003 0.00003 0.00003 0.00003 0.00003 0.00003 0.00004 0.00004 0.00004 0.00004 2.0 3.0 4 .0 σ2 t 8. 0 9. 0 10 .0 Risk Metrics F r eq u e nc y -2.84 % 4 .9 0% -1.06 % -2.6 6 % -0.17% 0.38% 0.9 6 % 1.03% -0.6 4 % 0.6 3% 0.22% 1.38% -0.4 0% 0.03% 1.29 % 0.29 % -0.50% -0.18% 0.6 8% 0.70% -0.55% 0.55% -1.76 % 0.36 % -0.15% -0.82% -0.6 2% -1.34 % 1.18% -0.86 % -0.20% 0.82% -1.9 1% -1.75% -1.86 % -0.19 % -0.56 % 1.74 % -0.76 % -1.4 2% 0.11% -0.57% 0.6 0% 1.00% 0.6 6 % 0.23% -2.51% -4 .4 1% 1.4 9 % -2.6 2% 0.59 % -1.9 8% 1.75% -2.4 4 % -1.80% -0.4 1% 1.9 7% 1.12% 2.53% -2.4 6 % -0.4 6 % 1.07% -1.25% -3.50% -0.27% 4 .28% -1.9 9 % 0.81% 2.6 8% -0.21% 1.50% -0.32% 1.02% 3.82% 1.25% -0.86 % -1.51% -1.22% 1.58% 0.4 8% 1.4 9 % -0.28% 1.35% 0.09 % -1.4 9 % 1.4 4 % -0.24 % -0.17% -0.4 4 % -0.01% -0.75% 0.27% 0.04 % 2.82% 0.27% 0.29 % 1.6 0% -0.26 % -1.56 % 0.32% -1.19 % -0.78% -1.55% 0.6 3% 0.39 % 0.51% 1.29 % -1.05% 0.55% -0.9 4 % -0.84 % 0.12% -1.12% -1.76 % -0.4 5% -0.4 9 % 0.34 % 0.87% 1.13% -0.9 5% -0.55% -0.15% -0.4 6 % 1.24 % -0.15% 1.00% -0.17% -1.22% -2.36 % 0.6 9 % -1.4 5% -0.11% 2.34 % 0.6 2% -1.09 % 0.9 9 % -0.55% 0.6 0% -0.34 % -1.6 5% -1.6 4 % 1.6 0% 1.04 % 0.25% -0.10% 0.56 % 0.4 0% 0.4 1% -0.51% -1.15% 0.33% -1.73% 0.01% 0.57% 0.10% -0.38% -0.72% 0.31% -1.6 8% 0.81% -1.22% 0.70% -0.28% 1.9 5% -0.4 8% -1.51% -1.10% -1.71% 0.4 0% -0.06 % -0.09 % -2.26 % -1.88% 0.6 2% -5.01% -0.58% -1.6 2% -3.15% -1.9 2% 3.82% 0.88% -0.4 9 % 1.14 % 2.17% -0.23% 1.22% 1.9 9 % -0.25% 0.19 % -0.84 % -0.53% 2.27% 1.52% -0.53% -0.15% 0.6 9 % -1.87% -0.79 % 0.4 5% 1.52% -0.4 7% 0.04 % 1.36 % 0.4 1% -2.4 0% -1.73% 0.01% 2.28% 0.29 % 1.4 3% 1.4 4 % -0.24 % 0.25% 0.16 % -0.18% 1.85% 0.21% 0.09 % -0.31% 1.09 % -0.73% -0.4 9 % 1.16 % 0.6 1% -0.6 9 % -1.82% 1.04 % -0.07% -0.84 % 1.31% 2.24 % -0.27% -0.76 % -1.6 0% -0.28% 0.04 % -1.56 % 0.33% 1.00% 0.75% 0.58% -0.83% 0.4 4 % -0.02% 0.4 1% 0.70% 0.34 % -1.12% 0.59 % 0.9 2% 0.6 2% -0.6 5% -0.33% -0.4 8% 0.12% -0.9 5% -0.6 3% 0.6 8% -1.6 3% 1.00% -1.00% -0.74 % 0.79 % 0.35% 0.10% -0.02% -2.9 0% 1.18% 1.4 9 % -0.71% -2.50% -0.4 0% -0.59 % -0.29 % 1.4 8% 1.4 3% -0.4 0% 1.02% -0.17% -1.10% -1.9 0% 1.35% -1.56 % 0.82% 1.78% 0.00% 0.09 % -0.28% 2.24 % 1.9 3% -0.6 7% 1.4 6 % -0.4 5% 0.58% 0.34 % -0.23% -0.9 6 % -0.09 % 1.13% -0.05% 0.4 1% -1.58% 0.15% -0.4 2% -1.4 8% 0.6 0% 0.53% 0.25% -0.07% -0...
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