Table 3 Descriptive statistics for assets in Portfolio 2

0.173

0.218

0.059

0.027

0.067

0.051

0.016

0.002

0.017

0.036

− 46.473

− 55.073

− 44.906

− 12.595

− 13.149

− 12.765

− 12.752

− 11.512

− 13.098

− 13.842

22.512

34.352

53.984

9.564

8.935

8.968

7.859

8.666

8.056

10.764

4.93

6.344

6.683

1.293

1.534

1.338

1.241

1.157

1.329

1.385

9.37

7.694

9.394

20.263

9.599

17.083

15.786

15.35

14.551

20.623

− 0.778

− 0.667

0.188

− 1.333

− 0.793

− 0.971

− 1.371

− 1.197

− 1.125

− 1.019

0.069

0.081

0.274

0.428

0.476

0.501

0.089

0.149

0.095

0.435