so what we've done is i made sure, as i described this, we ran monte carlo simulation for each asset class and for three portfolios. the target allocation, current allocation, and 70/30 allocation, which is 70% equity and represented by mci and 30% bond represented by barclay's ag. we represented the distribution using what's called vox technique, using five numbers. so we look in the top, you see the fifth percentile, then the first quarter, then you see the median number, third quartile, and then bottom 5% or 9th percentile, so gives you an idea of the dispersion, not just the mean expectations, because this is just one number we wanted to represent the distribution of expected returns or forecasted returns for each asset class. so if you look at the rows, these are the expected distributions with medians that are divided by napc and also the volatility. you will see the largest dispersion is around private equity, lodged dispersion, lodged variability of returns. also the median is fairly high. you will see the medians are low, but aspersion is also much lower for treasuries and a