Finance work

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1

A B C
Interest Rate: 0.03 Year Discount Rate Discount Factor (i) Cash Flow PV (ii) PV Full Market Value: $33.33
Rent: $1 0 1 1 0.9708737864 30.8605 $30.860
1 1.03 0.9708737864 0.9425959091 D
2 1.0609 0.9425959091 0.9151416594 Lease Years Sold %
3 1.092727 0.9151416594 0.8884870479 88 $30.8605 0.9258136121
4 1.12550881 0.8884870479 0.8626087844 22 $15.9369 0.4781074991
5 1.1592740743 0.8626087844 0.8374842567 10 $8.5302 0.2559060851
6 1.1940522965 0.8374842567 0.8130915113
7 1.2298738654 0.8130915113 0.7894092343 E
8 1.2667700814 0.7894092343 0.7664167323 Lease Years % Interest Rate:
9 1.3047731838 0.7664167323 0.7440939149 88 0.97 0.0406518013
10 1.3439163793 0.7440939149 0.7224212766
11 1.3842338707 0.7224212766 0.7013798802
12 1.4257608868 0.7013798802 0.68095134
13 1.4685337135 0.68095134 0.6611178058
14 1.5125897249 0.6611178058 0.6418619474
15 1.5579674166 0.6418619474 0.6231669392
16 1.6047064391 0.6231669392 0.6050164458
17 1.6528476323 0.6050164458 0.5873946076
18 1.7024330612 0.5873946076 0.5702860268
19 1.7535060531 0.5702860268 0.5536757542
20 1.8061112347 0.5536757542 0.5375492759
21 1.8602945717 0.5375492759 0.5218925009
22 1.9161034089 0.5218925009 0.5066917484
23 1.9735865111 0.5066917484 0.4919337363
24 2.0327941065 0.4919337363 0.4776055693
25 2.0937779297 0.4776055693 0.4636947274
26 2.1565912675 0.4636947274 0.4501890558
27 2.2212890056 0.4501890558 0.4370767532
28 2.2879276757 0.4370767532 0.4243463623
29 2.356565506 0.4243463623 0.4119867595
30 2.4272624712 0.4119867595 0.3999871452
31 2.5000803453 0.3999871452 0.3883370341
32 2.5750827557 0.3883370341 0.3770262467
33 2.6523352384 0.3770262467 0.3660448997
34 2.7319052955 0.3660448997 0.3553833978
35 2.8138624544 0.3553833978 0.3450324251
36 2.898278328 0.3450324251 0.3349829369
37 2.9852266778 0.3349829369 0.3252261524
38 3.0747834782 0.3252261524 0.315753546
39 3.1670269825 0.315753546 0.3065568408
40 3.262037792 0.3065568408 0.2976280008
41 3.3598989258 0.2976280008 0.288959224
42 3.4606958935 0.288959224 0.280542936
43 3.5645167703 0.280542936 0.2723717825
44 3.6714522734 0.2723717825 0.2644386238
45 3.7815958417 0.2644386238 0.2567365279
46 3.8950437169 0.2567365279 0.249258765
47 4.0118950284 0.249258765 0.2419988009
48 4.1322518793 0.2419988009 0.2349502922
49 4.2562194356 0.2349502922 0.2281070798
50 4.3839060187 0.2281070798 0.2214631843
51 4.5154231993 0.2214631843 0.2150128003
52 4.6508858952 0.2150128003 0.2087502915
53 4.7904124721 0.2087502915 0.2026701859
54 4.9341248463 0.2026701859 0.1967671708
55 5.0821485917 0.1967671708 0.1910360882
56 5.2346130494 0.1910360882 0.1854719303
57 5.3916514409 0.1854719303 0.1800698352
58 5.5534009841 0.1800698352 0.1748250827
59 5.7200030136 0.1748250827 0.16973309
60 5.891603104 0.16973309 0.1647894078
61 6.0683511972 0.1647894078 0.1599897163
62 6.2504017331 0.1599897163 0.1553298216
63 6.4379137851 0.1553298216 0.1508056521
64 6.6310511986 0.1508056521 0.1464132544
65 6.8299827346 0.1464132544 0.1421487907
66 7.0348822166 0.1421487907 0.1380085347
67 7.2459286831 0.1380085347 0.1339888686
68 7.4633065436 0.1339888686 0.1300862802
69 7.6872057399 0.1300862802 0.1262973594
70 7.9178219121 0.1262973594 0.1226187956
71 8.1553565695 0.1226187956 0.1190473743
72 8.4000172666 0.1190473743 0.1155799751
73 8.6520177846 0.1155799751 0.112213568
74 8.9115783181 0.112213568 0.1089452117
75 9.1789256676 0.1089452117 0.1057720502
76 9.4542934377 0.1057720502 0.1026913109
77 9.7379222408 0.1026913109 0.0997003018
78 10.030059908 0.0997003018 0.0967964095
79 10.3309617053 0.0967964095 0.0939770966
80 10.6408905564 0.0939770966 0.0912398996
81 10.9601172731 0.0912398996 0.0885824268
82 11.2889207913 0.0885824268 0.0860023562
83 11.6275884151 0.0860023561 0.0834974331
84 11.9764160675 0.0834974332 0.0810654691
85 12.3357085495 0.0810654691 0.0787043389
86 12.705779806 0.0787043389 0.0764119795
87 13.0869532002 0.0764119795 0.0741863879
88 13.4795617962 0.0741863879
89 13.8839486501 0.0720256193
90 14.3004671096 0.0699277857
91 14.7294811229 0.0678910541
92 15.1713655566 0.0659136448
93 15.6265065233 0.0639938299
94 16.095301719 0.0621299319
95 16.5781607705 0.0603203223
96 17.0755055936 0.0585634197
97 17.5877707615 0.056857689
98 18.1154038843 0.0552016398
99 18.6588660008 0.053593825
100 19.2186319809 0.0520328399
101 19.7951909403 0.0505173202
102 20.3890466685 0.049045942
103 21.0007180685 0.0476174194
104 21.6307396106 0.0462305043
105 22.2796617989 0.0448839847
106 22.9480516529 0.0435766842
107 23.6364932025 0.0423074604
108 24.3455879985 0.0410752043
109 25.0759556385 0.0398788391
110 25.8282343077 0.0387173195
111 26.6030813369 0.0375896306
112 27.401173777 0.036494787
113 28.2232089903 0.035431832
114 29.06990526 0.0343998369
115 29.9420024178 0.0333978999
116 30.8402624903 0.0324251455
117 31.7654703651 0.0314807238
118 32.718434476 0.0305638095
119 33.6999875103 0.0296736015
120 34.7109871356 0.0288093218
121 35.7523167497 0.0279702154
122 36.8248862522 0.0271555489
123 37.9296328397 0.0263646106
124 39.0675218249 0.0255967093
125 40.2395474797 0.0248511741
126 41.4467339041 0.0241273535
127 42.6901359212 0.023424615
128 43.9708399988 0.0227423447
129 45.2899651988 0.0220799463
130 46.6486641547 0.0214368411
131 48.0481240794 0.0208124671
132 49.4895678018 0.0202062787
133 50.9742548358 0.0196177463
134 52.5034824809 0.0190463556
135 54.0785869553 0.0184916074
136 55.700944564 0.0179530169
137 57.3719729009 0.0174301135
138 59.0931320879 0.0169224403
139 60.8659260506 0.0164295537
140 62.6919038321 0.015951023
141 64.572660947 0.0154864301
142 66.5098407754 0.015035369
143 68.5051359987 0.0145974457
144 70.5602900787 0.0141722773
145 72.677098781 0.0137594926
146 74.8574117445 0.0133587306
147 77.1031340968 0.0129696414
148 79.4162281197 0.0125918849
149 81.7987149633 0.0122251309
150 84.2526764122 0.0118690592

2

A
Consumption Interest Rate Year T Earnings Incremental Savings if work K(T)=Saving Account at beginning of T K(T+1)=Saving Account at end at end of T if Work TildeK(T+1)=Saving Account at end of T if withdraw $70000 at beginning of T and do not work Does saving account decrease if stop working in T? TildeK(T+1)<K(T)
0.3 0.04 1 100000 70000 0.0 70000.0
2 100000 70000 70000.0 142800.0 0.0 1
3 100000 70000 142800.0 218512.0 75712.0 1
4 100000 70000 218512.0 297252.5 154452.5 1
5 100000 70000 297252.5 379142.6 236342.6 1
6 100000 70000 379142.6 464308.3 321508.3 1
7 100000 70000 464308.3 552880.6 410080.6 1
8 100000 70000 552880.6 644995.8 502195.8 1
9 100000 70000 644995.8 740795.7 597995.7 1
10 100000 70000 740795.7 840427.5 697627.5 1
11 100000 70000 840427.5 944044.6 801244.6 1
12 100000 70000 944044.6 1051806.4 909006.4 1
13 100000 70000 1051806.4 1163878.6 1021078.6 1
14 100000 70000 1163878.6 1280433.8 1137633.8 1
15 100000 70000 1280433.8 1401651.1 1258851.1 1
16 100000 70000 1401651.1 1527717.2 1384917.2 1
17 100000 70000 1527717.2 1658825.9 1516025.9 1
18 100000 70000 1658825.9 1795178.9 1652378.9 1
19 100000 70000 1795178.9 1936986.1 1794186.1 1
20 100000 70000 1936986.1 2084465.5 1941665.5 0
21 100000 70000 2084465.5 2237844.1 2095044.1 0

3

A1 A2 B1 B2
mean Variance SD Number Random Rate 1 Arithmetic Rate of Return: 0.1062648258 Number r_01 r_12 r_02 Variance SD Relationship Variance Relationship SD
0.107 0.032 0.1788854382 1 0.0128650798 Variance over 400 years: 0.0342731932 1 0.1245630465 0.1462773585 0.2890611585 r_01: 0.0322861353 0.1796834307 2.5355452159 1.5923395416
2 0.0618276322 Geometric Rate of Return: 0.090283755 2 0.1820061577 0.1798032382 0.3945346924 r_12: 0.030647233 0.1750635113 2.6711369279 1.6343613211
3 0.1909886181 3 0.2607343794 0.0284196912 0.2965640611 r_02: 0.0818629558 0.2861170317
4 0.31842038 A3 4 -0.1121731219 -0.2105712421 -0.2991239304 Sqaure Root (2): 1.4142135624
5 -0.2131927172 Half of Variance: 0.0171365966 5 0.1975415055 0.2373746482 0.4818074991
6 0.0491327366 P.141 Holds? 0.0159810708 6 0.095767706 0.1544810882 0.2650430936
7 0.0994614201 7 0.1823794595 0.1428205481 0.351247542
8 0.0911580267 8 0.1481002636 0.1586943643 0.3302973051
9 0.2744283775 9 -0.1631084618 0.1132522518 -0.0683286107
10 0.2800012322 10 0.1691673366 0.1878353023 0.3887782368
11 0.2480456813 11 0.2784591323 0.2289232368 0.5711281349
12 0.2084834555 12 -0.2165552419 -0.1880896396 -0.363913084
13 0.1594383682 13 -0.1100731818 -0.0077371365 -0.1169586671
14 0.0634482076 14 0.0288598542 0.2119270583 0.2469030966
15 0.0450708338 15 0.1891123413 0.345908903 0.6004368869
16 0.1719530956 16 0.1433189595 0.0721980869 0.2258644011
17 0.0030173354 17 -0.0287350915 0.0427096173 0.012747261
18 0.3070944476 18 0.378715329 0.3208170185 0.8210306701
19 0.2627844624 19 0.1416333773 0.1653820206 0.3304390121
20 0.0016959527 20 0.4208104289 0.2053868595 0.7126262209
21 0.4778106756 21 -0.1797399709 0.0573038485 -0.1327359145
22 0.124176032 22 0.08154223 0.3830804677 0.4958599333
23 -0.2206571868 23 -0.2476008121 0.1047336277 -0.1687993157
24 0.0617005223 24 0.1009341197 -0.1475125479 -0.0614674774
25 0.1771611318 25 0.3115308987 -0.1521801548 0.1119419235
26 0.1852825062 26 0.0163475762 -0.0446368137 -0.0290189413
27 -0.0961296264 27 0.0772711311 0.098846164 0.18375525
28 -0.004286339 28 -0.0444248019 0.1458023106 0.09490027
29 0.3510215413 29 -0.0346734279 -0.0380048448 -0.0713605144
30 0.0884022132 30 0.0144872787 0.3467420706 0.3662526982
31 0.1443219366 31 0.456862864 0.0078976658 0.46836868
32 0.1035524541 32 0.3459127289 -0.1428521051 0.1536462624
33 0.184500718 33 0.4063279518 0.4554021603 1.0467727391
34 -0.0482776425 34 -0.0500754926 0.1199865562 0.0639026777
35 0.2094580012 35 0.0890446991 0.0919192998 0.1891489253
36 -0.1373031059 36 0.0483096644 0.1991709051 0.257102449
37 0.0216112662 37 0.4184325639 0.2371769156 0.7548520243
38 0.3537363575 38 0.1804831442 0.1623575744 0.3721435241
39 -0.0759252911 39 0.0697449048 0.0323273324 0.104326904
40 0.2114638114 40 -0.046832241 0.0560989212 0.006639442
41 0.0859686421 41 0.1169592555 0.1399198046 0.2732439763
42 -0.0276600447 42 -0.361692925 -0.130512543 -0.4450000046
43 -0.1110657798 43 -0.1830324008 0.3469777848 0.100437207
44 0.1443456991 44 0.290399088 0.1777293955 0.5197409379
45 0.1563106552 45 0.1717109462 0.1872496447 0.3911134046
46 -0.0043913638 46 0.1392994211 0.247926145 0.4217615346
47 0.2941907603 47 -0.0032904958 0.2423168719 0.2382290335
48 0.1722775807 48 0.2290907149 0.3716069606 0.6858293798
49 -0.0218603043 49 -0.0964797804 0.1662837732 0.0537609709
50 -0.0742135374 50 0.2462806209 0.2713772015 0.5844927681
51 0.1513002884 51 0.3227659689 0.1789821124 0.5595174162
52 0.4141800549 52 0.0377642383 0.0652210553 0.1054483171
53 0.2629862613 53 -0.155912149 0.0807587929 -0.0877446331
54 0.1356450676 54 0.2129062532 0.2321589302 0.4944932714
55 0.5920735839 55 0.1849180459 0.3449231945 0.5936237636
56 -0.0282102046 56 0.085657868 0.0618553624 0.1528116288
57 0.1640638971 57 0.1899584466 0.3339826326 0.5873839013
58 -0.1072077073 58 0.1537170002 0.2458294298 0.4373345926
59 0.1042271369 59 0.0874052412 0.0973983908 0.1933167618
60 0.2987606071 60 -0.0899935966 0.2367903668 0.1254871534
61 0.158643698 61 0.0173090823 -0.0564912231 -0.040159952
62 -0.1938439874 62 -0.0659724593 0.174427847 0.0969479536
63 0.1708572427 63 -0.1480571419 0.141045914 -0.0278940829
64 0.0461252994 64 0.00085308 -0.1762997886 -0.1755971065
65 0.2311823934 65 0.2457957612 0.1953170046 0.4891208576
66 0.1540550698 66 -0.0529110675 0.2521606638 0.1859075064
67 0.1785817993 67 0.4212367859 0.3070372665 0.8576094437
68 0.1900722891 68 0.02199003 0.0680603053 0.0915469835
69 0.0382781567 69 0.064862169 0.4214742176 0.5136741185
70 -0.0559462195 70 0.3382556955 0.2007257493 0.6068780727
71 -0.2618841763 71 0.1309924053 -0.0679168195 0.0541789982
72 0.1705521863 72 -0.1629513807 -0.016643806 -0.1768830555
73 0.0212033433 73 0.2107766795 0.2156034661 0.4718243284
74 0.3538891811 74 0.1183286282 0.3043173247 0.4586554045
75 -0.0012603218 75 0.1965495066 0.1787623368 0.4104474925
76 -0.0795910626 76 -0.1081974281 0.0828133994 -0.0343442255
77 -0.0320882581 77 -0.1479145945 0.2247712862 0.0436097381
78 0.1487729279 78 0.2302472458 -0.015838846 0.2107615491
79 -0.0567791255 79 0.2038008095 0.1332108846 0.3641601802
80 0.2977585877 80 0.1222009423 -0.1005037914 0.009415493
81 0.1023831231 81 0.141345109 0.2575497753 0.4352982854
82 0.0540190261 82 -0.2602316262 -0.0983085598 -0.3329571896
83 -0.0814157561 83 0.1304324153 -0.0526447161 0.0709211217
84 -0.2644683752 84 -0.0905218418 0.1168676047 0.0157666921
85 -0.1114329549 85 0.2246713921 0.0632778788 0.302166
86 0.2148839852 86 0.1011500298 0.0303665101 0.1345881133
87 0.218713379 87 0.1584938701 0.0747363675 0.2450754937
88 0.2853361052 88 0.116099263 0.3978702062 0.5601619069
89 0.0917726807 89 0.262680702 -0.1530918772 0.069374543
90 0.3521620075 90 0.1052691043 0.5660098742 0.7308623311
91 -0.0777175669 91 0.0765656895 0.3470985196 0.4502400467
92 0.169712942 92 0.121163476 0.2414565349 0.391875724
93 0.1019668376 93 -0.1103421082 0.2184442752 0.0839985652
94 0.0214512166 94 -0.1791553224 0.1837039766 -0.0283628909
95 0.1415570044 95 0.1493170249 -0.0633525507 0.0765048598
96 0.2807733951 96 -0.1620211132 0.1338304639 -0.04987401
97 0.1942438742 97 0.0749292014 -0.0301318194 0.0425396288
98 0.0457493543 98 0.3246698877 0.2311021436 0.6308039383
99 0.2828499758 99 0.5126302689 0.1161551133 0.6883300092
100 0.2116771766 100 -0.0075164148 0.0832731537 0.0751308233
101 0.0582355458 101 0.4691304283 0.1136986453 0.6361685677
102 0.0492898119 102 -0.070270602 0.0468565102 -0.026706727
103 0.0348490452 103 0.0257991945 0.2371794485 0.2690976817
104 0.0765652469 104 0.4239747186 0.1146547823 0.5872402299
105 0.1366933042 105 0.1479504923 0.0637863143 0.2211740232
106 0.0863851313 106 0.0739972295 -0.0490401699 0.0213282229
107 -0.1521093024 107 0.1031051081 -0.1956245207 -0.1126893
108 -0.0642145945 108 0.1730822298 0.0219463126 0.1988270591
109 0.0563353652 109 0.1481566473 0.1127201015 0.2775769811
110 -0.0494148381 110 0.1196217587 0.2175905873 0.3632409147
111 0.1015623777 111 0.298900233 0.2740893123 0.6549149047
112 -0.1319313962 112 0.3441135406 0.2944401494 0.7398745324
113 -0.3555611351 113 0.1496908491 -0.1070344811 0.0266342856
114 -0.0354356245 114 0.3398595815 0.1505595701 0.5415882641
115 0.2481602697 115 0.1324921724 0.0092433061 0.1429601442
116 0.4468259749 116 0.3972590496 0.1158140749 0.5590813138
117 -0.0627419775 117 0.1995992058 0.2279440861 0.4730407505
118 0.1228687525 118 -0.1531857048 0.3992675796 0.1849197892
119 0.1027024726 119 0.1735091573 0.101466812 0.2925813903
120 0.3352381444 120 -0.200728814 0.2483916448 -0.0021965294
121 0.3717317712 121 -0.0214517174 0.2290640113 0.2026984774
122 0.1590487203 122 0.0651698583 0.1395100142 0.2137717204
123 0.3073469567 123 -0.2166468947 0.1246724641 -0.1189843328
124 0.2746859577 124 0.2760949862 0.1733041125 0.4972474952
125 0.2211339292 125 0.0827307601 0.2150212503 0.3155408819
126 -0.0777279054 126 -0.0124189983 0.1346946784 0.1206029071
127 0.0722034763 127 0.1456261039 0.0340722471 0.1846601596
128 0.1600949269 128 0.1875835485 0.0657397365 0.265654978
129 -0.3560427555 129 -0.0404565945 0.0339523265 -0.0078778635
130 0.2208503831 130 0.0231588822 0.2034080878 0.2312776739
131 0.2707060592 131 -0.0953577597 -0.0235400175 -0.1166530538
132 0.1215816876 132 -0.1974151616 -0.1167727765 -0.2911352216
133 -0.0788056223 133 0.0088767191 -0.0230421409 -0.0143699604
134 0.1927043355 134 0.2116130581 0.3012511325 0.576612864
135 0.0436699875 135 0.151185071 -0.0286795757 0.1181695716
136 -0.1428661712 136 -0.0322198261 -0.2777993712 -0.3010685499
137 -0.1352390425 137 0.0922202495 0.1381137974 0.2430709358
138 0.1395544728 138 0.156202341 0.0867053841 0.256451309
139 -0.3771741227 139 0.0427468098 0.3328019386 0.3897749695
140 0.012241747 140 -0.1552101095 0.3017768928 0.0997279588
141 0.0026267823 141 0.2817554803 0.1537037673 0.4787661264
142 0.105773786 142 0.0420362529 0.1539829359 0.2024920544
143 -0.2217157187 143 0.0323819152 -0.2137068875 -0.1882452106
144 0.102741417 144 -0.1936100658 0.1001434402 -0.1128554037
145 0.0646909978 145 0.3251798931 0.1626227975 0.5406843546
146 -0.1088207101 146 -0.1777841263 -0.1380018098 -0.2912514049
147 0.23235288 147 -0.0609614282 0.0285387495 -0.0341624416
148 0.1886606439 148 0.1003588764 0.3902013653 0.5297204123
149 -0.0963357168 149 0.0541671293 0.1653593524 0.2284835231
150 0.2039677483 150 0.058959214 0.2800933 0.3555665948
151 -0.0414071407 151 0.1910784718 -0.1742406095 -0.016455767
152 0.2203934574 152 -0.1803542332 0.2439992371 0.0196387087
153 0.0173147442 153 -0.0326411443 0.005148098 -0.0276610861
154 -0.1011653776 154 0.0869954506 -0.2043576632 -0.1351403996
155 -0.0745147917 155 -0.1367566286 0.0941307253 -0.0554989039
156 0.3472064519 156 -0.1193262922 0.1418632804 0.005608969
157 -0.0975735302 157 0.1486525559 0.0262356589 0.1787882126
158 -0.0504881533 158 0.2007161107 -0.0172258431 0.1800327634
159 0.2413231295 159 0.0031235629 0.3291027205 0.3332542564
160 0.3678955147 160 0.2728978877 0.2858787659 0.6367923648
161 -0.2514650524 161 0.2694577745 0.3523735971 0.7167811769
162 0.5148916423 162 0.2035714525 0.0445749498 0.2572205895
163 0.0830213704 163 0.4812059706 -0.0250228421 0.4441419875
164 0.5234285168 164 0.3146293507 0.1348748963 0.491939848
165 0.0409064675 165 0.3025858973 -0.2213414188 0.0142696866
166 0.2652664076 166 0.185859217 0.1994928929 0.4224297028
167 0.308319941 167 0.0819627772 0.1690208134 0.2648370059
168 -0.017332998 168 -0.0076359432 0.420384965 0.4095389861
169 -0.0117016842 169 0.1540035085 0.3772912581 0.589398944
170 0.3328846539 170 -0.1129416 0.269682948 0.1262829243
171 -0.0682695812 171 0.1585949 0.2918890481 0.4967760625
172 0.4242113461 172 0.3064793852 0.1244906047 0.4691237938
173 0.2372954521 173 0.2025727309 -0.1010925954 0.0810015325
174 0.1621948187 174 0.2236874925 0.3203646731 0.615713736
175 0.2257688014 175 0.1409373818 -0.0224316248 0.1153443025
176 -0.0820667362 176 0.3772675414 0.0986971749 0.5131999569
177 0.1967580278 177 0.1898200908 -0.0112619686 0.1764203743
178 0.0522558179 178 0.3359913628 0.2001803724 0.6034306113
179 0.2407749514 179 -0.3900847668 0.2115790538 -0.2610394788
180 0.0992581466 180 -0.0425072606 0.0417725806 -0.002510318
181 -0.2102012127 181 0.1032794474 0.034372128 0.1412015098
182 0.4105137748 182 0.2256066574 0.1404025517 0.3976849594
183 -0.1263080721 183 0.4715158702 0.1603797165 0.7075171683
184 0.0347440796 184 -0.2348189141 0.1325416329 -0.1334005635
185 -0.0029283158 185 0.0126860531 0.2953333636 0.3117660313
186 0.0433330287 186 0.2251673418 0.2840443382 0.5731691886
187 0.2359478642 187 0.1647534057 -0.0956584937 0.0533348493
188 0.2316636626 188 0.1717612939 -0.0838366895 0.0735247062
189 0.044495928 189 0.083422216 -0.1038295874 -0.0290690657
190 -0.070492704 190 0.4301938041 0.3262552141 0.8968019898
191 -0.0496206341 191 0.2300984068 0.3016903542 0.6012072309
192 0.1892347764 192 -0.0081921303 -0.0102124597 -0.0183209283
193 0.4448474071 193 0.3856884708 0.0182642253 0.4109969972
194 0.0758411472 194 0.0885028313 -0.0228187769 0.0636645281
195 0.4468425797 195 0.0566781227 0.012427116 0.0698095842
196 0.4355867114 196 -0.0149506414 -0.1773830358 -0.189681687
197 0.3265394033 197 0.0046676128 0.1918575783 0.197420708
198 0.2526247928 198 0.1681823715 0.0765389583 0.2575938333
199 -0.0094541989 199 0.1684221097 0.0667613158 0.2464275072
200 -0.2483369795 200 0.1997240344 0.035863763 0.2427506529
201 0.320058769 201 -0.0896839528 0.1619218406 0.057716097
202 -0.0733358093 202 -0.1227096893 0.3022893925 0.1424858657
203 -0.1290933963 203 0.200731342 0.0448150241 0.254542146
204 0.2570567467 204 0.1041669237 0.1656097581 0.2870277408
205 -0.0364949592 205 -0.1558515123 0.0796897887 -0.0885814976
206 0.1723867637 206 0.2271543234 0.1251443353 0.3807257356
207 -0.0780318075 207 -0.234640824 0.1827627524 -0.0947616745
208 -0.0564488417 208 0.2232617393 -0.0111128715 0.2096677888
209 0.0697467245 209 0.2785147254 0.4759120355 0.8869752708
210 0.0758902886 210 0.3490216013 -0.0828057465 0.2373148606
211 0.0138660146 211 0.4048421176 0.1760722088 0.6521957723
212 0.0920067554 212 -0.0484322209 0.0687096563 0.0169496741
213 -0.0993672754 213 0.3139744518 0.1576114105 0.5210718185
214 0.0055606334 214 0.496865706 0.138729615 0.7045253092
215 0.0033181246 215 0.2929686268 -0.1732081888 0.0690158728
216 0.248921282 216 -0.2489494645 0.3249590411 -0.0048888027
217 0.2249009072 217 0.1129419744 0.0937202674 0.2172471938
218 0.153227594 218 0.3625638665 0.5862979839 1.1614323143
219 0.0735268876 219 0.1269787554 0.1479136531 0.2936743
220 -0.0803501861 220 0.2900811003 0.1511262616 0.4850462342
221 0.0564173965 221 -0.0415469991 0.0457151416 0.0022688155
222 0.087907633 222 0.3443160902 -0.1005042273 0.2092066403
223 0.1147976821 223 -0.1103993242 -0.114125107 -0.2119250965
224 0.2248424769 224 0.1580647764 0.0114836573 0.1713635955
225 0.3711342108 225 0.2522331588 -0.1628803694 0.0482689593
226 -0.0460503703 226 0.1909983745 0.2771012244 0.5210254823
227 -0.0211720923 227 -0.0377195024 -0.0644408779 -0.0997297024
228 0.2279238836 228 -0.158790897 0.1603065792 -0.0239395433
229 0.1249629796 229 0.2412099827 0.0246692439 0.2718296944
230 0.0898312509 230 0.3259523566 -0.0843747557 0.2140754505
231 0.1450404676 231 0.3278513887 -0.017548142 0.304550064
232 0.1175010217 232 -0.067958318 0.2155254972 0.132920429
233 0.4315386678 233 -0.1206704108 0.3441792854 0.1819766188
234 0.4496413255 234 0.4436369788 -0.1313326797 0.2540402659
235 -0.1802001185 235 -0.1128173655 0.3373763572 0.1864970799
236 0.3527387629 236 0.2843491847 -0.1626680361 0.0754266252
237 0.2773157958 237 0.1260283633 -0.1243719385 -0.0140179671
238 0.2106709912 238 0.1557022406 0.2458775789 0.4398635095
239 0.1429823529 239 0.0265128323 0.1237822502 0.1535769005
240 0.1967591219 240 0.2937280625 0.0742641422 0.3898056674
241 -0.0680588936 241 -0.088129262 0.0003122964 -0.0878444881
242 0.1997899912 242 0.4364479968 0.0016690966 0.4388455674
243 -0.0309478571 243 0.4420211842 0.2754924599 0.8392871475
244 -0.1423445465 244 0.2485328503 0.1264917025 0.4064618961
245 0.4108598983 245 -0.239739405 0.4346433494 0.0907028064
246 0.3214747597 246 -0.1813324208 -0.1009034381 -0.2639387943
247 0.1989535839 247 0.3452082015 0.0861086389 0.4610422488
248 0.0510809327 248 -0.0508955661 0.1294787898 0.0719933274
249 -0.3923896724 249 0.2235702909 0.231217564 0.5064812329
250 0.3876192508 250 0.5074558499 -0.1841737237 0.2298220927
251 -0.2964561797 251 0.1875999563 0.1842840408 0.4064556751
252 0.1140210546 252 0.1152407282 0.0639125394 0.1865185952
253 0.4788282304 253 -0.0677111655 -0.1630678814 -0.2197375306
254 0.0710572853 254 0.1602739301 -0.0003245945 0.1598973116
255 0.128026271 255 -0.1348699492 0.1077571338 -0.0416460145
256 -0.057533626 256 0.0576798677 -0.4474942633 -0.4156258054
257 0.2548864823 257 0.2141664995 0.5137876829 0.8379902919
258 0.3782519437 258 0.3342182221 -0.3009241714 -0.0672802909
259 -0.0357191391 259 0.1393396396 0.025761614 0.1686908676
260 0.0826776151 260 0.0935182155 0.0302168323 0.126560872
261 0.3713418196 261 0.1210370615 0.04010753 0.1659990891
262 0.5807697703 262 -0.2060749728 0.0726396585 -0.14840453
263 0.0610092999 263 0.2746441665 0.0129957912 0.2912091759
264 0.1108628844 264 -0.0437696708 0.1068727777 0.0584253206
265 0.0295043524 265 0.0179964468 0.1158773754 0.1359592032
266 0.2730666985 266 -0.0660832872 -0.1899049464 -0.2434386905
267 0.2366850396 267 0.2238591055 0.3039257361 0.5958213851
268 0.0087505072 268 0.137523063 0.3148191596 0.4956371177
269 0.1993715643 269 0.0465373505 -0.0080313311 0.0381322626
270 0.0951540522 270 0.0450135031 0.2948811339 0.3531682698
271 0.1596413387 271 0.2247158945 0.1878591995 0.4547900421
272 0.1682294279 272 0.1838289698 0.3416056758 0.5882316651
273 0.204049417 273 0.1649682633 -0.3677226063 -0.2634169027
274 0.4273184917 274 0.0999374383 0.2035053061 0.3237805433
275 0.2857165356 275 0.0536547432 -0.0073664804 0.0458930162
276 0.058202516 276 0.3429140307 -0.0788782176 0.2369873656
277 0.0972218252 277 0.2599059334 -0.0998266894 0.1341336952
278 -0.1486645905 278 0.1978792285 0.1576873397 0.3867696173
279 0.1646143379 279 -0.0547660958 0.2422747848 0.1742402449
280 0.1496186403 280 0.1177784972 0.384772615 0.5478690526
281 0.068992549 281 0.0272771374 0.1484765863 0.17980374
282 -0.2400742302 282 0.1070289149 -0.1895050226 -0.1027586247
283 0.3800453769 283 0.0754771536 0.1975915608 0.287982363
284 -0.0387585233 284 0.0678568287 0.1948916794 0.2759732395
285 0.0087569205 285 0.1538528064 0.0017373225 0.1558574209
286 0.0504742635 286 0.2275373848 0.2389425893 0.5208483461
287 0.6201308428 287 0.390644616 0.1496409456 0.5987419913
288 0.1357725523 288 0.2444308863 0.2193981885 0.5174567684
289 0.0553466557 289 0.5918167514 -0.3605025758 0.0179627122
290 -0.0302570807 290 0.0543724073 0.3198004741 0.391561203
291 -0.1738549454 291 -0.1266126849 -0.312584898 -0.3996203697
292 0.1150873908 292 0.2150905658 0.3052170688 0.5859569467
293 -0.0466368789 293 0.2313906202 0.458321806 0.7957637933
294 0.1823065369 294 0.0978846725 0.4943609799 0.640636015
295 0.0058623248 295 -0.2093514293 0.083633698 -0.1432265655
296 0.3101200763 296 0.0888820683 0.3051483787 0.421152666
297 0.1401071366 297 0.1480608505 -0.0229291741 0.1217367634
298 0.1416019823 298 0.4080993259 0.3529798508 0.905130016
299 0.1859391153 299 0.0001247389 0.1184491546 0.1185886687
300 0.0038656145 300 0.2033086244 -0.0523318603 0.1403372455
301 -0.2363583149 301 0.1795766151 -0.0052148552 0.1734252939
302 0.4999618319 302 0.1560640569 0.1515073426 0.33121625
303 0.1564718697 303 0.0376668123 0.2011874908 0.2464323946
304 0.0703841649 304 0.3679462334 0.160578538 0.5876090395
305 0.0040489003 305 -0.3708536509 0.1871758165 -0.2530926693
306 0.2233162869 306 0.2140213163 -0.0979892901 0.0950602294
307 0.0656536471 307 0.3390999457 -0.2397664803 0.0180286649
308 -0.0101138844 308 -0.1003309007 0.0138650436 -0.0878569494
309 -0.04011343 309 0.1499558925 0.2293633036 0.413713575
310 0.2847802767 310 -0.1998146638 0.1073205334 -0.1139383467
311 0.2757419447 311 0.3303102627 -0.0436610135 0.2722275684
312 0.4578902037 312 -0.0621374116 -0.0290197953 -0.0893539919
313 -0.0216610627 313 0.1672956978 -0.2095510805 -0.077312377
314 -0.0002911821 314 0.1419401039 0.2752830955 0.4562969105
315 0.1832265885 315 0.1024420422 0.0329455964 0.1387626528
316 0.1028505361 316 0.3909891036 0.3622811482 0.8949182331
317 0.3131645051 317 0.0550037375 0.3901024645 0.4665632956
318 0.1791106528 318 -0.015163121 0.4726650861 0.4503348872
319 0.2348381936 319 0.0756475512 0.2156441271 0.3076046284
320 0.3685359873 320 0.1896149471 0.0127089014 0.2047336462
321 0.5437556407 321 0.3105146602 0.1008770868 0.4427155614
322 -0.0777768898 322 -0.1328901922 0.1358486639 -0.0150944834
323 0.0257841501 323 0.0931980525 0.0709257319 0.1707339245
324 0.4785573531 324 0.0398450906 0.02130027 0.0619940717
325 0.0246245735 325 0.2353133825 0.2747776636 0.5747499076
326 0.345953412 326 0.1729109014 0.0793577032 0.2659904166
327 0.2503881013 327 0.2679115342 -0.0497566802 0.2048244654
328 0.2560557225 328 0.3099933482 -0.0041488492 0.3045583834
329 -0.2303681013 329 -0.3182308046 0.2033713785 -0.1795784635
330 0.2263720172 330 0.0338742074 -0.1820907532 -0.1543847257
331 -0.1710847518 331 -0.0538245076 0.1986626873 0.1341452584
332 0.1928583385 332 0.3191595556 0.215513238 0.6034559029
333 0.0632420695 333 0.2371948273 0.0887975848 0.3470547399
334 -0.2636037112 334 -0.0152533419 0.5636735575 0.5398223101
335 0.025336311 335 -0.1762782138 0.1599440554 -0.0445288108
336 0.1426909358 336 0.0045731874 0.2589983352 0.2647559705
337 -0.0225409092 337 0.0469551817 -0.023982498 0.0218465811
338 -0.0236479373 338 0.279091852 0.2205541778 0.5612009037
339 0.0497396269 339 0.1878181463 0.0654883114 0.265606351
340 0.2936736085 340 0.0322019856 -0.0705819265 -0.040652819
341 0.1242752082 341 0.1613964854 0.0626093071 0.2341107146
342 0.3206546043 342 0.0016149671 0.4380379605 0.4403603445
343 -0.030812377 343 0.0653396877 -0.2428509629 -0.1933790813
344 -0.0676945986 344 0.2765373268 0.2439868097 0.5879955967
345 0.0396162523 345 -0.1263599345 0.0463886807 -0.0858329245
346 -0.1534787488 346 0.3700737712 0.2749321826 0.7467511434
347 -0.1336895504 347 0.1942153626 0.3042882369 0.5576010497
348 0.2125636155 348 -0.0721745653 0.0390475177 -0.0359452852
349 0.0033281021 349 -0.0699126632 0.2536312394 0.1659865408
350 0.1492804458 350 0.2261295232 0.1819761287 0.4492558271
351 0.1844544761 351 0.0766322942 0.0387902995 0.1183951834
352 0.0279557331 352 0.3096766233 0.2134662547 0.5892483869
353 0.1303497009 353 0.1003517758 0.0542385743 0.1600332874
354 0.354135175 354 0.4124848615 0.2071575514 0.7050917668
355 0.0358638133 355 -0.1813695747 0.1279178988 -0.0766520908
356 -0.1748342415 356 -0.216962987 -0.172939212 -0.3523807909
357 -0.3083015687 357 0.3292422232 0.331983847 0.77052917
358 0.2603508468 358 0.0925285131 -0.0478991755 0.0401972982
359 0.2119275462 359 0.130867511 0.198700845 0.355571841
360 -0.0165830241 360 0.115107515 -0.2628575593 -0.1780069248
361 0.2678665075 361 0.3105845555 0.2119282565 0.5883344553
362 0.0495381543 362 -0.0553083044 -0.0062737638 -0.061235077
363 0.2087288925 363 0.1443334291 0.3192579687 0.5096709952
364 0.2911125237 364 0.1283312526 0.1697460534 0.3198610297
365 0.5253746804 365 -0.18295199 -0.0280994214 -0.2059105663
366 0.0088980068 366 0.0854211368 0.1655131286 0.2650725851
367 -0.0998487305 367 0.3211366893 0.0287416383 0.3591083222
368 0.4859812965 368 -0.05813104 -0.1494523041 -0.1988955262
369 -0.2965203557 369 0.252236792 0.1255615663 0.409469605
370 0.0467250445 370 -0.0109803621 -0.3024082093 -0.3100680197
371 0.0047807131 371 -0.097052618 -0.151967643 -0.2342714034
372 -0.2981787937 372 0.4282582024 0.2830461914 0.8325212469
373 0.1302985641 373 -0.0147808735 0.1330527807 0.1163052708
374 0.1064826482 374 0.487930443 -0.1317898339 0.2918363371
375 0.0113479862 375 0.31689485 -0.1005561562 0.1844729657
376 -0.1719984427 376 0.2945493296 0.3864794593 0.7948660545
377 0.2282580013 377 0.0550504573 -0.0552579662 -0.0032494852
378 0.2637980869 378 -0.1201708059 0.0262322522 -0.0970909045
379 -0.0076942983 379 -0.1364228071 0.0568043796 -0.0873678404
380 -0.1394008397 380 -0.0129343865 0.1869088304 0.1715568929
381 0.16369146 381 0.0463734143 -0.2609458432 -0.2266733786
382 -0.1083702136 382 0.0897694386 0.1702569725 0.2753102839
383 0.0279244104 383 0.1033990381 -0.0755327324 0.0200562938
384 0.1971497967 384 0.2472593864 0.4253199626 0.777743702
385 0.1461009125 385 0.0686920911 0.0667947079 0.1400750672
386 0.2510002731 386 0.2820579648 0.0805421421 0.3853176596
387 -0.2572393639 387 0.1202026714 0.4327330699 0.6049514123
388 0.3656010587 388 0.2492897405 -0.0232827315 0.220202863
389 0.3195129442 389 0.3676350996 0.0335349382 0.4134986582
390 0.162782697 390 -0.0655575675 -0.2298988091 -0.2803847699
391 0.0879007461 391 0.3094793378 -0.095934358 0.1838552783
392 0.1646223378 392 0.3044212492 0.2610143948 0.6448939722
393 -0.1499682822 393 0.1657516989 -0.0849535103 0.0667169999
394 -0.0771815804 394 0.0906288711 0.1179904578 0.2193126708
395 0.4123847952 395 0.0525468107 -0.1412184136 -0.0960921802
396 0.0084047686 396 0.008421658 0.0854113187 0.0945522816
397 -0.1028484251 397 0.1931301791 0.117265693 0.3330434163
398 0.4052976824 398 -0.0448809548 0.3146272865 0.2556255587
399 -0.2404991473 399 0.4478913505 0.0281590734 0.4886626293
400 0.2095459893 400 -0.0890408749 -0.1031054803 -0.182965753

4

2 4 5
Signal Realized Rate of Return 2bq drift alnoe
-1 -48 -0.0048 0.0002
-1 52 0.00037504 0.00040004
-1 52 0.0055769902 0.00060012
1 -48 0.0007502207 0.00080024
1 52 0.0059541218 0.0010004001
-1 52 0.0111850832 0.0012006002
1 52 0.0164432457 0.0014008403
-1 -48 0.0115643181 0.0016011204
-1 -48 0.0067088094 0.0018014407
1 -48 0.0018766071 0.002001801
1 52 0.0070863654 0.0022022013
-1 52 0.0123232145 0.0024026418
1 -48 0.0074640631 0.0026031223
-1 52 0.0127028762 0.0028036429
1 52 0.0179689312 0.0030042036
1 -48 0.0130826803 0.0032048045
1 -48 0.0082198835 0.0034054454
1 -48 0.003380428 0.0036061265
1 52 0.0085980062 0.0038068478
1 52 0.0138427159 0.0040076091
1 -48 0.0089762708 0.0042084106
-1 -48 0.0041331847 0.0044092523
1 -48 -0.0006866546 0.0046101342
-1 -48 -0.0054833586 0.0048110562
1 52 -0.0003118721 0.0050120184
-1 52 0.0048865062 0.0052130208
1 52 0.010111916 0.0054140634
1 52 0.015364498 0.0056151462
1 52 0.0206443934 0.0058162693
-1 52 0.0259517442 0.0060174325
1 -48 0.0210271758 0.006218636
-1 52 0.0263365172 0.0064198797
-1 -48 0.0214101019 0.0066211637
1 52 0.0267214344 0.0068224879
-1 -48 0.0217931715 0.0070238524
1 -48 0.0168885643 0.0072252572
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52 1.4926750916 1.4717082532
52 1.505637002 1.4722025948
-48 1.4936099444 1.4726970353
-48 1.4816406167 1.4731915747
52 1.4945451479 1.4736862131
52 1.5075167827 1.4741809503
52 1.5205558699 1.4746757865
-48 1.5084572018 1.4751707216
52 1.5215011792 1.4756657558
-48 1.5093979735 1.4761608889
52 1.522446843 1.4766561211
52 1.5355635666 1.4771514523
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-48 1.5112805757 1.478142412
52 1.5243392347 1.4786380405
52 1.5374657988 1.4791337681
-48 1.5252859629 1.4796295949
-48 1.5131645903 1.4801255208
52 1.5262330462 1.4806215459
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-48 1.5020394133 1.4816138937
-48 1.4900296241 1.4821102165
52 1.5029777782 1.4826066385
52 1.5159932626 1.4831031599
-48 1.503916495 1.4835997805
52 1.5169368608 1.4840965005
-48 1.5048555638 1.4845933198
52 1.5178808128 1.4850902384
-48 1.5057949849 1.4855872565
52 1.5188251188 1.4860843739
-48 1.5067347582 1.4865815908
-48 1.4947024314 1.4870789071
-48 1.4827278597 1.4875763229
52 1.4956380446 1.4880738382
52 1.5086153624 1.4885714529
52 1.5216601623 1.4890691672
-48 1.5095561935 1.489566981
-48 1.4975103238 1.4900648944
52 1.5104973775 1.4905629074
-48 1.49844699 1.49106102
-48 1.4864544445 1.4915592322
-48 1.4745194632 1.4920575441
-48 1.4626417697 1.4925559556
52 1.4754475069 1.4930544668
-48 1.4635653589 1.4935530776
52 1.4763758988 1.4940517883
52 1.4892530534 1.4945505986
52 1.5021971693 1.4950495087
52 1.5152085946 1.4955485186
-48 1.5031355934 1.4960476283
-48 1.4911205425 1.4965468379
52 1.5040743693 1.4970461472
-48 1.4920548124 1.4975455565
-48 1.4800929493 1.4980450656
-48 1.4681885031 1.4985446746
-48 1.4563411983 1.4990443835
52 1.4691141725 1.4995441924
-48 1.4572624245 1.5000441012
52 1.4700401891 1.5005441101
-48 1.4581839962 1.5010442189
52 1.470966553 1.5015444277
52 1.483815579 1.5020447366
52 1.49673142 1.5025451456
-48 1.4847471092 1.5030456546
-48 1.4728203231 1.5035462637
52 1.4856789888 1.504046973
52 1.4986045195 1.5045477824
52 1.511597263 1.5050486919
-48 1.4995415962 1.5055497017
-48 1.4875437965 1.5060508116
-48 1.4756035863 1.5065520218
-48 1.4637206891 1.5070533322
52 1.4765320367 1.5075547428
52 1.4894100032 1.5080562538
-48 1.4774608352 1.508557865
-48 1.4655690232 1.5090595766
52 1.4783899821 1.5095613885
-48 1.4664937102 1.5100633008
-48 1.4546545404 1.5105653135
52 1.467418744 1.5110674265
52 1.4802493215 1.51156964
-48 1.4683441248 1.5120719539
-48 1.456496073 1.5125743683
52 1.4692698525 1.5130768832
-48 1.4574173572 1.5135794986
52 1.4701959275 1.5140822145
-48 1.458338987 1.5145850309
-48 1.4465389599 1.5150879479
52 1.4592609625 1.5155909655
52 1.4720491195 1.5160940837
52 1.4849037749 1.5165973025
52 1.4978252746 1.517100622
-48 1.4858357132 1.5176040421
52 1.4987620589 1.5181075629
-48 1.4867680011 1.5186111844
-48 1.4748315147 1.5191149067
-48 1.4629523234 1.5196187297
-48 1.4511301522 1.5201226534
-48 1.4393647275 1.5206266779
52 1.4520494241 1.5211308033
-48 1.4402795869 1.5216350294
52 1.4529690407 1.5221393564
-48 1.4411947893 1.5226437843
-48 1.4294770543 1.5231483131
-48 1.4178155645 1.5236529427
52 1.4303882054 1.5241576733
-48 1.418722342 1.5246625048
52 1.4312996982 1.5251674373
52 1.4439424566 1.5256724708
-48 1.4322115328 1.5261776053
52 1.4448590328 1.5266828409
-48 1.4331237094 1.5271881774
-48 1.4214447156 1.5276936151
52 1.4340362282 1.5281991538
52 1.4466932165 1.5287047936
52 1.4594160213 1.5292105346
-48 1.4476108244 1.5297163767
52 1.4603384007 1.5302223199
52 1.4731321603 1.5307283644
-48 1.461261126 1.5312345101
-48 1.4494470726 1.531740757
52 1.4621841973 1.5322471051
-48 1.4503657132 1.5327535546
-48 1.4386039578 1.5332601053
52 1.4512846983 1.5337667573
-48 1.4395185318 1.5342735106
-48 1.4278088428 1.5347803653
52 1.4404334488 1.5352873214
52 1.4531237028 1.5357943789
52 1.465879946 1.5363015378
-48 1.4540437223 1.5368087981
52 1.4668047496 1.5373161598
52 1.4796321343 1.5378236231
52 1.4925262214 1.5383311878
52 1.5054873578 1.538838854
52 1.518515892 1.5393466218
-48 1.5064270158 1.5398544911
52 1.5194604362 1.540362462
52 1.5325616305 1.5408705345
-48 1.5204053347 1.5413787086
-48 1.5083073891 1.5418869844
52 1.5213505875 1.5423953618
-48 1.5092481047 1.5429038408
52 1.5222961948 1.5434124216
52 1.535412135 1.5439211041
52 1.5485962781 1.5444298883
52 1.5618489788 1.5449387743
-48 1.5495521037 1.545447762
-48 1.5373142536 1.5459568516
52 1.5505082877 1.546466043
52 1.5637709308 1.5469753362
52 1.5771025396 1.5474847312
52 1.5905034728 1.5479942282
52 1.6039740909 1.548503827
52 1.6175147562 1.5490135278
52 1.6311258329 1.5495233305
52 1.6448076872 1.5500332352
-48 1.6321126103 1.5505432418
-48 1.6194784698 1.5510533505
52 1.6330997579 1.5515635611
-48 1.620460879 1.5520738738
-48 1.6078826668 1.5525842886
-48 1.59536483 1.5530948055
-48 1.5829070788 1.5536054244
52 1.5963381956 1.5541161455
52 1.6098391542 1.5546269687
52 1.6234103178 1.5551378941
-48 1.6108179483 1.5556489217
52 1.6243942017 1.5561600515
-48 1.6117971095 1.5566712835
52 1.6253784545 1.5571826178
52 1.6390304224 1.5576940543
-48 1.6263630764 1.5582055931
52 1.6400201644 1.5587172342
-48 1.6273480676 1.5592289777
-48 1.6147367969 1.5597408235
-48 1.6021860602 1.5602527716
52 1.6157174278 1.5607648222
52 1.6293191584 1.5612769751
-48 1.6166984264 1.5617892305
52 1.6303052582 1.5623015884
52 1.6439828456 1.5628140487
52 1.6577315564 1.5633266115
-48 1.6449744449 1.5638392768
52 1.658728312 1.5643520447
-48 1.6459664161 1.5648649151
52 1.6597254415 1.5653778881
52 1.6735560138 1.5658909637
-48 1.6607229449 1.5664041419
52 1.6745587042 1.5669174227
-48 1.6617208225 1.5674308062
-48 1.6489445625 1.5679442923
52 1.6627190742 1.5684578812
-48 1.6499380227 1.5689715728
52 1.6637177004 1.5694853671
-48 1.6509318554 1.5699992642
52 1.6647167011 1.570513264
-48 1.6519260609 1.5710273667
-48 1.6391968158 1.5715415721
-48 1.6265286711 1.5720558804
52 1.6401866202 1.5725702916
-48 1.6275137244 1.5730848057
52 1.6411767958 1.5735994226
-48 1.6284991472 1.5741141425
-48 1.6158823513 1.5746289654
52 1.6294849395 1.5751438911
-48 1.6168634118 1.5756589199
-48 1.6043024674 1.5761740517
-48 1.5918018156 1.5766892865
52 1.605279185 1.5772046244
-48 1.5927738449 1.5777200653
-48 1.5803285305 1.5782356093
52 1.5937462388 1.5787512564
52 1.6072337193 1.5792670067
-48 1.5947189974 1.5797828601
-48 1.5822643462 1.5802988167
-48 1.5698694774 1.5808148764
-48 1.5575341039 1.5813310394
-48 1.5452579402 1.5818473056
-48 1.533040702 1.5823636751
52 1.5462125137 1.5828801478
52 1.5594528188 1.5833967238
-48 1.5471674452 1.5839134032
-48 1.5349410415 1.5844301859
52 1.5481227349 1.5849470719
52 1.5613729731 1.5854640613
-48 1.5490783829 1.5859811541
-48 1.5368428066 1.5864983504
-48 1.5246659612 1.58701565
-48 1.5125475645 1.5875330532
52 1.5256128119 1.5880505598
52 1.5387459985 1.5885681699
-48 1.5265600177 1.5890858835
52 1.5396981298 1.5896037007
-48 1.5275075788 1.5901216214
-48 1.5153755424 1.5906396458
-48 1.5033017398 1.5911577737
-48 1.4912858914 1.5916760052
52 1.5042405781 1.5921943404
-48 1.4922202233 1.5927127793
52 1.5051797685 1.5932313219
-48 1.4931549056 1.5937499681
-48 1.481187762 1.5942687181
-48 1.4692780608 1.5947875719
52 1.4821183067 1.5953065294
-48 1.4702041388 1.5958255907
-48 1.458347159 1.5963447558
-48 1.4465470926 1.5968640248
52 1.4592691375 1.5973833976
52 1.472057337 1.5979028742
-48 1.4601914618 1.5984224548
-48 1.4483825428 1.5989421393
-48 1.4366303065 1.5994619277
-48 1.4249344811 1.5999818201
52 1.4375441404 1.6005018165
-48 1.4258439285 1.6010219168
52 1.4384583169 1.6015421212
-48 1.426753717 1.6020624296
-48 1.4151052992 1.6025828421
52 1.4276638467 1.6031033587
-48 1.4160110603 1.6036239794
52 1.4285743178 1.6041447042
-48 1.416917161 1.6046655331
-48 1.4053159587 1.6051864662
-48 1.3937704421 1.6057075035
-48 1.382280344 1.606228645
52 1.3946682017 1.6067498907
-48 1.3831737944 1.6072712407
52 1.3955662981 1.607792695
52 1.4080232429 1.6083142535
-48 1.3964647313 1.6088359164
-48 1.3849617006 1.6093576835
52 1.3973635014 1.6098795551
52 1.4098297916 1.610401531
52 1.4223609065 1.6109236113
-48 1.4107335742 1.611445796
52 1.4232693888 1.6119680852
-48 1.4116376957 1.6124904788
-48 1.4000618348 1.6130129769
-48 1.388541538 1.6135355795
52 1.400961954 1.6140582866
52 1.4134469561 1.6145810983
52 1.4259968803 1.6151040145
52 1.4386120641 1.6156270353
52 1.4512928468 1.6161501607
-48 1.4395266411 1.6166733907
-48 1.4278169133 1.6171967254
52 1.4404415612 1.6177201647
-48 1.4287274417 1.6182437088
-48 1.41706955 1.6187673575
-48 1.4054676162 1.619291111
52 1.4179760478 1.6198149692
52 1.4305495232 1.6203389322
-48 1.4188828855 1.620863
52 1.4314610765 1.6213871726
52 1.4441046741 1.62191145
52 1.4568140184 1.6224358323
-48 1.4450213111 1.6229603195
52 1.4577354219 1.6234849115
-48 1.4459382919 1.6240096085
52 1.458657171 1.6245344105
52 1.4714421883 1.6250593173
-48 1.4595792658 1.6255843292
52 1.472369078 1.6261094461
52 1.4852253972 1.626634668
-48 1.4732963153 1.6271599949
-48 1.461424493 1.6276854269
52 1.4742239003 1.628210964
-48 1.4623476256 1.6287366062
52 1.4751518333 1.6292623535
-48 1.4632711045 1.629788206
-48 1.4514474032 1.6303141636
52 1.4641949297 1.6308402264
-48 1.452366794 1.6313663945
-48 1.4405954334 1.6318926678
52 1.4532865297 1.6324190463
-48 1.4415107543 1.6329455301
52 1.4542066102 1.6334721192
52 1.4669684846 1.6339988136
52 1.4797967207 1.6345256134
52 1.4926916637 1.6350525185
52 1.5056536603 1.635579529
-48 1.4936265228 1.6361066449
-48 1.4816571154 1.6366338662
-48 1.4697451613 1.637161193
-48 1.4578903845 1.6376886253
52 1.4706714145 1.638216163
-48 1.4588121917 1.6387438062
52 1.4715980151 1.639271555
-48 1.4597343447 1.6397994093
-48 1.4479276198 1.6403273692
-48 1.4361775672 1.6408554346
-48 1.4244839149 1.6413836057
52 1.4370912313 1.6419118825
-48 1.4253931933 1.6424402648
52 1.438005238 1.6429687529
52 1.4506828652 1.6434973466
52 1.4634264161 1.6440260461
52 1.4762362335 1.6445548513
52 1.4891126619 1.6450837623
52 1.5020560477 1.645612779
52 1.5150667392 1.6461419016
52 1.5281450862 1.64667113
-48 1.5160099898 1.6472004642
-48 1.5039331418 1.6477299043
52 1.5169535942 1.6482594503
-48 1.5048722169 1.6487891022
-48 1.4928488303 1.64931886
-48 1.4808831559 1.6498487238
52 1.4937837483 1.6503786935
52 1.5067514238 1.6509087692
-48 1.494719017 1.651438951
52 1.5076915559 1.6519692388
-48 1.4956546364 1.6524996326
52 1.5086320405 1.6530301326
52 1.5216769271 1.6535607386
-48 1.5095728779 1.6540914507
52 1.5226226568 1.654622269
52 1.5357402946 1.6551531935
52 1.5489261442 1.6556842241
-48 1.5366912987 1.656215361
52 1.5498820934 1.656746604
52 1.5631414803 1.6572779533
52 1.576469816 1.6578094089
-48 1.5641027609 1.6583409708
52 1.5774360953 1.658872639
-48 1.565064402 1.6594044135
-48 1.5527520929 1.6599362944
52 1.5660264037 1.6604682817
52 1.579369741 1.6610003753
52 1.5927824637 1.6615325754
-48 1.5803371079 1.6620648819
52 1.5937548608 1.6625972949
52 1.6072423861 1.6631298144
52 1.6208000465 1.6636624403
52 1.6344282068 1.6641951728
-48 1.6217829514 1.6647280119
52 1.6354162227 1.6652609575
52 1.6491203871 1.6657940096
52 1.6628958131 1.6663271684
-48 1.6501139132 1.6668604339
-48 1.6373933664 1.667393806
-48 1.6247338782 1.6679272847
-48 1.6121351556 1.6684608702
-48 1.5995969069 1.6689945624
-48 1.5871188417 1.6695283613
52 1.6005718597 1.6700622669
-48 1.5880891148 1.6705962794
-48 1.575666287 1.6711303987
-48 1.5633030888 1.6716646247
-48 1.550999234 1.6721989577
52 1.56426443 1.6727333975
52 1.5775986051 1.6732679441
52 1.5910021178 1.6738025977
-48 1.5785653077 1.6743373582
-48 1.5661881942 1.6748722257
52 1.5795323728 1.6754072002
52 1.5929459411 1.6759422816
52 1.60642926 1.6764774701
52 1.6199826922 1.6770127655
-48 1.6074067753 1.6775481681
-48 1.5948912227 1.6780836777
52 1.6083846571 1.6786192945
52 1.6219482573 1.6791550183
-48 1.6093629057 1.6796908493
-48 1.5968379637 1.6802267875
52 1.6103415211 1.6807628329
52 1.623915297 1.6812989854
52 1.6375596566 1.6818352452
-48 1.6248993702 1.6823716123
-48 1.6122998533 1.6829080866
-48 1.599760814 1.6834446682
52 1.6132795702 1.6839813571
52 1.626868624 1.6845181534
-48 1.6142596546 1.685055057
52 1.6278538048 1.6855920681
52 1.6415186446 1.6861291865
52 1.6552545415 1.6866664123
-48 1.6425093197 1.6872037456
-48 1.629825275 1.6877411863
52 1.6435003664 1.6882787346
-48 1.6308115646 1.6888163903
52 1.6444917848 1.6893541536
-48 1.6317982242 1.6898920244
-48 1.6191655927 1.6904300028
-48 1.6065935979 1.6909680888
-48 1.5940819486 1.6915062825
52 1.6075711748 1.6920445837
-48 1.5950548331 1.6925829926
-48 1.5825985699 1.6931215092
-48 1.5702020968 1.6936601335
-48 1.5578651267 1.6941988656
52 1.5711660254 1.6947377053
-48 1.5588244285 1.6952766529
52 1.5721303155 1.6958157082
-48 1.55978409 1.6963548713
52 1.5730949672 1.6968941423
52 1.5864750611 1.6974335211
52 1.5999247314 1.6979730079
52 1.61344434 1.6985126025
-48 1.6008998072 1.699052305
-48 1.5884154881 1.6995921154
52 1.6018752486 1.7001320339
-48 1.5893862474 1.7006720603
-48 1.5769571934 1.7012121947
-48 1.5645877989 1.7017524371
-48 1.5522777775 1.7022927876
52 1.5655496219 1.7028332462
52 1.5788904799 1.7033738128
52 1.5923007104 1.7039144876
52 1.6057806741 1.7044552705
52 1.6193307336 1.7049961615
52 1.6329512535 1.7055371608
-48 1.6203130874 1.7060782682
-48 1.6077355846 1.7066194838
52 1.6212958097 1.7071608077
-48 1.6087135898 1.7077022399
52 1.6222789004 1.7082437803
-48 1.6096919617 1.7087854291
52 1.6232623599 1.7093271862
52 1.6369033242 1.7098690516
52 1.6506152215 1.7104110254
-48 1.6378922684 1.7109531076
-48 1.6252303855 1.7114952983
-48 1.6126292797 1.7120375973
-48 1.6000886591 1.7125800048
-48 1.5876082336 1.7131225208
52 1.6010637964 1.7136651453
52 1.6145893281 1.7142078784
-48 1.6020392994 1.71475072
52 1.6155699037 1.7152936701
-48 1.6030151682 1.7158367288
-48 1.5905206954 1.7163798962
52 1.603991403 1.7169231722
-48 1.5914922442 1.7174665568
52 1.6049680039 1.7180100501

4(b)The compounded rate of return from 2bq drift alone

2.0000000000000001E-4 4.0003999999993489E-4 6.0012000799991583E-4 8.0024003200152016E-4 1.0004000800079016E-3 1.2006001600239902E-3 1.4008402800560482E-3 1.6011204481121144E-3 1.8014406722017817E-3 2.0018009603361975E-3 2.2022013205282853E-3 2.4026417607923012E-3 2.6031222891444994E-3 2.8036429136022445E-3 3.0042036421848994E-3 3.2048044829133815E-3 3.4054454438099402E-3 3.6061265328986014E-3 3.8068477582051674E-3 4.0076091277567727E-3 4.2084106495823281E-3 4.4092523317122989E-3 4.6101341821787045E-3 4.8110562090151188E-3 5.0120184202568918E-3 5.2130208239409281E-3 5.4140634281056865E-3 5.6151462407911801E-3 5.8162692700394203E-3 6.0174325238933069E-3 6.2186360103979599E-3 6.4198797376000538E-3 6.6211637135475954E-3 6.8224879462903676E-3 7.0238524438797079E-3 7.2252572143685079E-3 7.4267022658114357E-3 7.6281876062644915E-3 7.8297132437856742E-3 8.0312791864343147E-3 8.2328854422715203E-3 8.4345320193599527E-3 8.6362189257638278E-3 8.8379461695489159E-3 9.0397137587827636E-3 9.2415217015344719E-3 9.4433700058746961E-3 9.6452586798758677E-3 9.8471877316117506E-3 1.0049157169158107E-2 1.025116700059181E-2 1.0453217233991952E-2 1.0655307877438736E-2 1.0857438939014141E-2 1.1059610426801925E-2 1.1261822348887174E-2 1.1464074713356975E-2 1.1666367528299526E-2 1.1868700801805243E-2 1.2071074541965654E-2 1.2273488756874062E-2 1.2475943454625327E-2 1.2678438643316303E-2 1.2880974331044959E-2 1.3083550525911036E-2 1.3286167236016277E-2 1.3488824469463534E-2 1.3691522234357434E-2 1.3894260538804382E-2 1.4097039390912114E-2 1.4299858798790366E-2 1.4502718770550205E-2 1.4705619314304252E-2 1.4908560438167129E-2 1.5111542150254786E-2 1.5314564458684732E-2 1.551762737157647E-2 1.5720730897050839E-2 1.5923875043230229E-2 1.6127059818238809E-2 1.6330285230202524E-2 1.6533551287248649E-2 1.6736857997506016E-2 1.6940205369105454E-2 1.7143593410179347E-2 1.7347022128861411E-2 1.7550491533287138E-2 1.7754001631593797E-2 1.7957552431919988E-2 1.816114394240631E-2 1.8364776171194697E-2 1.8568449126428854E-2 1.8772162816254045E-2 1.8975917248817309E-2 1.9179712432267015E-2 1.9383548374753534E-2 1.9587425084428567E-2 1.9791342569445369E-2 1.9995300837959196E-2 2.0199299898126855E-2 2.0403339758106487E-2 2.060742042605801E-2 2.0811541910143116E-2 2.1015704218525055E-2 2.1219907359368628E-2 2.1424151340840414E-2 2.1628436171108545E-2 2.1832761858342709E-2 2.2037128410714368E-2 2.2241535836396542E-2 2.2445984143563802E-2 2.2650473340392496E-2 2.2855003435060528E-2 2.3059574435747576E-2 2.3264186350634652E-2 2.3468839187904766E-2 2.367353295574226E-2 2.3878267662333474E-2 2.408304331586586E-2 2.4287859924529087E-2 2.4492717496513938E-2 2.4697616040013193E-2 2.4902555563221185E-2 2.5107536074333803E-2 2.5312557581548711E-2 2.5517620093064908E-2 2.5722723617083387E-2 2.59278681618067E-2 2.6133053735438949E-2 2.6338280346186016E-2 2.6543548002255335E-2 2.6748856711855673E-2 2.6954206483198018E-2 2.7159597324494689E-2 2.736502924395956E-2 2.7570502249808282E-2 2.7776016350258281E-2 2.7981571553528317E-2 2.8187167867838925E-2 2.8392805301412416E-2 2.8598483862472657E-2 2.8804203559245067E-2 2.9009964399956845E-2 2.9215766392836739E-2 2.9421609546115279E-2 2.9627493868024546E-2 2.9833419366798175E-2 3.0039386050671579E-2 3.0245393927881725E-2 3.0451443006667356E-2 3.0657533295268768E-2 3.0863664801927815E-2 3.1069837534888123E-2 3.1276051502395097E-2 3.1482306712695474E-2 3.1688603174037988E-2 3.1894940894672708E-2 3.2101319882851698E-2 3.2307740146828134E-2 3.2514201694857414E-2 3.2720704535196266E-2 3.2927248676103194E-2 3.3133834125838479E-2 3.3340460892663515E-2 3.3547128984842134E-2 3.3753838410639059E-2 3.3960589178321232E-2 3.4167381296156929E-2 3.4374214772416201E-2 3.4581089615370653E-2 3.4788005833293667E-2 3.4994963434460402E-2 3.5201962427147349E-2 3.5409002819632773E-2 3.561608462019672E-2 3.5823207837120785E-2 3.6030372478688122E-2 3.623757855318388E-2 3.6444826068894542E-2 3.6652115034108368E-2 3.685944545711517E-2 3.7066817346206538E-2 3.7274230709675837E-2 3.7481685555817768E-2 3.7689181892928802E-2 3.7896719729307415E-2 3.8104299073253189E-2 3.8311919933067706E-2 3.8519582317054324E-2 3.8727286233517733E-2 3.8935031690764399E-2 3.9142818697102566E-2 3.9350647260842031E-2 3.9558517390294146E-2 3.976642909377226E-2 3.9974382379591056E-2 4.0182377256066992E-2 4.0390413731518082E-2 4.0598491814264337E-2 4.08066115126271E-2 4.1014772834929492E-2 4.1222975789496408E-2 4.1431220384654299E-2 4.1639506628731171E-2 4.1847834530056804E-2 4.2056204096962757E-2 4.2264615337782141E-2 4.2473068260849622E-2 4.2681562874501866E-2 4.2890099187076647E-2 4.309867720691396E-2 4.3307296942355356E-2 4.3515958401743715E-2 4.3724661593424141E-2 4.3933406525742846E-2 4.4142193207048042E-2 4.4351021645689492E-2 4.4559891850018518E-2 4.47688038283 88437E-2 4.4977757589154121E-2 4.5186753140671998E-2 4.5395790491300048E-2 4.560486964939825E-2 4.5813990623328138E-2 4.60231534214528E-2 4.6232358052137101E-2 4.644160452374746E-2 4.6650892844652292E-2 4.6860223023221126E-2 4.7069595067825709E-2 4.7279008986839344E-2 4.7488464788636664E-2 4.7697962481594303E-2 4.7907502074090669E-2 4.8117083574505504E-2 4.8326706991220325E-2 4.8536372332618649E-2 4.8746079607085102E-2 4.8955828823006531E-2 4.9165619988771114E-2 4.9375453112768808E-2 4.9585328203391343E-2 4.9795245269032007E-2 5.0005204318085861E-2 5.0215205358949522E-2 5.0425248400021383E-2 5.0635333449701392E-2 5.0845460516391272E-2 5.1055629608494524E-2 5.1265840734416201E-2 5.1476093902563136E-2 5.1686389121343712E-2 5.189672639916787E-2 5.2107105744447768E-2 5.2317527165596678E-2 5.2527990671029867E-2 5.2738496269164159E-2 5.294904396841793E-2 5.3159633777211557E-2 5.3370265703966968E-2 5.3580939757107648E-2 5.379165594505908E-2 5.4002414276248079E-2 5.4213214759103234E-2 5.4424057402055137E-2 5.4634942213535487E-2 5.4845869201978203E-2 5.505683837581854E-2 5.5267849743493747E-2 5.5478903313442407E-2 5.5689999094105103E-2 5.5901137093923969E-2 5.6112317321342697E-2 5.6323539784806975E-2 5.6534804492763824E-2 5.6746111453662262E-2 5.6957460675952865E-2 5.716885216808798E-2 5.7380285938521514E-2 5.7591761995709145E-2 5.7803280348108332E-2 5.8014841004177864E-2 5.822644397237875E-2 5.843808926117311E-2 5.8649776879025284E-2 5.8861506834401167E-2 5.9073279135767987E-2 5.9285093791595189E-2 5.9496950810353555E-2 5.970885020051564E-2 5.9920791970555776E-2 6.013277612894985E-2 6.0344802684175525E-2 6.055687164471224E-2 6.0768983019041212E-2 6.0981136815644987E-2 6.1193333043008113E-2 6.1405571709616691E-2 6.1617852823958597E-2 6.1830176394523262E-2 6.2042542429802117E-2 6.2254950938288145E-2 6.2467401928475885E-2 6.2679895408861652E-2 6.2892431387943315E-2 6.3105009874220963E-2 6.3317630876195796E-2 6.3530294402371013E-2 6.3743000461251365E-2 6.3955749061343603E-2 6.4168540211155811E-2 6.4381373919198071E-2 6.4594250193981795E-2 6.4807169044020618E-2 6.5020130477829507E-2 6.5233134503924983E-2 6.5446181130825787E-2 6.5659270367051992E-2 6.5872402221125448E-2 6.6085576701569559E-2 6.6298793816909951E-2 6.6512053575673358E-2 6.6725355986388513E-2 6.6938701057585703E-2 6.7152088797797216E-2 6.7365519215556668E-2 6.7578992319399678E-2 6.7792508117863637E-2 6.8006066619487271E-2 6.8219667832811082E-2 6.8433311 766377569E-2 6.8646998428730788E-2 6.8860727828416568E-2 6.9074499973982295E-2 6.928831487397713E-2 6.9502172536952012E-2 6.9716072971459431E-2 6.9930016186053656E-2 7.0144002189290733E-2 7.0358030989728482E-2 7.05721025959265E-2 7.0786217016445718E-2 7.1000374259849064E-2 7.121457433470102E-2 7.1428817249567844E-2 7.1643103013017795E-2 7.1857431633620461E-2 7.2071803119947209E-2 7.228621748057118E-2 7.2500674724067293E-2 7.2715174859012022E-2 7.2929717893983836E-2 7.3144303837562541E-2 7.3358932698329937E-2 7.3573604484869604E-2 7.3788319205766451E-2 7.4003076869607609E-2 7.4217877484981543E-2 7.4432721060478491E-2 7.4647607604690469E-2 7.4862537126211492E-2 7.5077509633636685E-2 7.5292525135563393E-2 7.5507583640590514E-2 7.5722685157318503E-2 7.5937829694350034E-2 7.6153017260288891E-2 7.6368247863740857E-2 7.6583521513313491E-2 7.6798838217616128E-2 7.7014197985259658E-2 7.7229600824856748E-2 7.7445046745021617E-2 7.7660535754370708E-2 7.787606786152157E-2 7.8091643075093753E-2 7.8307261403708806E-2 7.8522922855989608E-2 7.8738627440560816E-2 7.8954375166048862E-2 7.9170166041081957E-2 7.9386000074290086E-2 7.9601877274305011E-2 7.9817797649759825E-2 8.0033761209289844E-2 8.0249767961531715E-2 8.0465817915124083E-2 8.0681911078707147E-2 8.0898047460922884E-2 8.1114227070415046E-2 8.1330449915829162E-2 8.1546716005812314E-2 8.1763025349013363E-2 8.1979377954083166E-2 8.2195773829673913E-2 8.2412212984439792E-2 8.2628695427036547E-2 8.2845221166121918E-2 8.3061790210355202E-2 8.3278402568397247E-2 8.3495058248910903E-2 8.3711757260560571E-2 8.3928499612012653E-2 8.4145285311935103E-2 8.4362114368997432E-2 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4(a)The realized compounded rate of return

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