Appendix 10
Equality Test for Projected Asset and Equity Volatility (CAC 40): Two Observations with Equal Variations

Table A10.1.

	σ_E	σ_V
Mean	28.0%	22.2%
Variance	0.4%	0.3%
Observations	30	30
Weighted variance	0.4%
Hypothetical mean difference	0
Degrees of freedom	58
Stat t	3.76
P(T<=t) bilateral	0.00
Critical value for F (bilateral)	2.00

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Table of Contents for Appendix 10: Equality Test for Projected Asset and Equity Volatility (CAC 40): Two Observations with Equal Variations