κ

μ I

σ I

c B

E ( L 0 B )

m a x ( L 0 B )

m e d ( L 0 B )

C T E 98 % ( L 0 B )

V a R 98 % ( L 0 B )

5%

5%

25%

0.5319%

−365.828

12577.96

−693.186

8074.792

6735.768

7%

30%

0.6350%

−477.545

16536.26

−821.632

10150.45

8399.812

9%

35%

0.7426%

−737.603

18057.38

−905.1

11239.53

9343.967

10%

5%

25%

0.5286%

−270.103

13273.14

−586.444

8399.608

6890.684

7%

30%

0.6363%

−498.044

16188.01

−802.775

9829.089

8074.441

9%

35%

0.7383%

−783.055

18843.28

−1035.56

11778.09

9747.481