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Table 3 Variables and Value Ranges

From: A real options model for loan portfolios of actively traded Philippine universal banks

Variable Values
Variance (σ) 0.0115 to 0.1291
Growth Rate (μ) − 0.0894 to 0.0140
Discount Rate (ρ) −0.0178 to 0.1203
Information Asymmetry (ζ) 0.8468 to 0.9986
Income Inflows (ϖ) 0.0332a and 0.0748a
Loan Portfolio (Book Value) (χ) 0.671a and 1.4a
Large Bank Vector Magnitude Factor (a) −133.5
Smaller Bank Vector Magnitude Factor (a) −27.5
Vector Magnitude Factor (b) 0
  1. aIn trillions of Philippine Pesos