Table 1: Effect of on performance characteristics for MWV and SWV models.

= 0.03 = 0.05 = 0.07 = 0.1
MWV SWVMWVSWVMWVSWVMWVSWV

0.3648 0.3683 0.3381 0.34390.3133 0.32150.28070.2903
0.2169 0.18790.22070.19330.22410.19760.22630.2027
0.7214 0.66180.73860.68270.75530.70180.77600.7282
0.3840 0.42480.40080.44170.41740.45790.44050.4812
0.6160 0.25150.59920.24410.58260.23700.55950.2268
L.R. 0.0358 0.03370.04110.03860.04650.04350.05450.0512
17.561917.094317.041416.654516.562816.247815.908315.6871