

stat        idx    value    target
lcg_mean     1   0.01855   0.02000
lcg_sdev     1   0.02340   0.02000
yld_mean_01  0   0.01970   0.01000
yld_sdev_01  0   0.00218   0.02000
yld_mean_yr  0   0.02105   0.02000
yld_sdev_yr  0   0.00022   0.05000
stk_mean_01  0   0.05191   0.07000
stk_sdev_01  0   0.02072   0.14000
stk_mean_yr  0   0.03832   0.05000
stk_sdev_yr  0   0.00065   0.05000

mean lmrs       -1.57778
sdev lmrs        1.76526
implied gamma   88.26322
implied beta     1.20621




                                           Col  1

                               Row  1    -1.56747
                               Row  2     0.75612
                               Row  3    -0.77659


                               Col  1      Col  2      Col  3

                   Row  1 -0.00019389 -0.00416304 -0.00168566
                   Row  2    0.010658     0.71109    -0.22613
                   Row  3   -0.012423     0.30315     0.36710


                               Col  1      Col  2      Col  3

                   Row  1     1.74428    -0.15158    -0.22509
                   Row  2         0.0    0.030965    -0.13632
                   Row  3         0.0         0.0     0.15496


                                           Col  1

                               Row  1     0.83626
                               Row  2    75.40833

			lp = (true, -0.918945)

