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Table 3: Unconditional standard deviations with p11 = p22 = 0.5

optimal

TR

TR+q

IFB

IFB+y

IFB+y+q

IFB+y+q agg.

c

0.8483

0.0785

0.0773

0.7578

0.0034

0.0033

0.0054

n

1.1605

2.0004

2.0097

2.3162

2.344

2.344

2.3439

k

1.2113

0.1107

0.1093

1.4319

0.0122

0.0118

0.0152

y

2.4082

0.2449

0.238

1.6335

0.0109

0.01

0.0142

r.i.r.

0.8058

0.0866

0.0836

0.2508

0.0018

0.0018

0.0018

20



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