

stat        idx    value    target
lcg_mean     1   0.06369   0.04000
lcg_sdev     1   0.07271   0.10000
yld_mean_01  0   0.02002   0.01000
yld_sdev_01  0   0.00121   0.02000
yld_mean_yr  0   0.02146   0.02000
yld_sdev_yr  0   0.00012   0.05000
stk_mean_01  0   0.05885   0.07000
stk_sdev_01  0   0.02077   0.14000
stk_mean_yr  0   0.04153   0.05000
stk_sdev_yr  0   0.00066   0.05000

mean lmrs       -1.60861
sdev lmrs        1.78246
implied gamma   17.82465
implied beta     0.40835




                                           Col  1

                               Row  1    -1.60405
                               Row  2     0.86628
                               Row  3    -0.90202


                               Col  1      Col  2      Col  3

                   Row  1 -0.00032272 -0.00198216 -0.00169369
                   Row  2    0.018622     0.67301    -0.17817
                   Row  3   -0.022623     0.34574     0.31438


                               Col  1      Col  2      Col  3

                   Row  1     1.76361    -0.10935    -0.23430
                   Row  2         0.0    0.031407    -0.13729
                   Row  3         0.0         0.0     0.15751


                                           Col  1

                               Row  1     0.95319
                               Row  2    24.50296

			lp = (true, -0.919592)

