An analyst gathered the following information about the return distributions for two portfolios during the same time

Question:

An analyst gathered the following information about the return distributions for two portfolios during the same time period:

Kurtosis Skewness Portfolio A 2.2 -1.3 Portfolio B 3.5 0.5

The analyst stated that the distribution for Portfolio A is more peaked than a normal distribution and that the distribution for Portfolio B has a long tail on the left side of the distribution. Which of the following is most true?
A. The statement is not correct in reference to either portfolio.
B. The statement is correct in reference to Portfolio A, but the statement is not correct in reference to Portfolio B.
C. The statement is not correct in reference to Portfolio A, but the statement is correct in reference to Portfolio B.

Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...