Question: An analyst gathered the following information about the return distributions for two portfolios during the same time period: The analyst stated that the distribution for
An analyst gathered the following information about the return distributions for two portfolios during the same time period:
.png)
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.
Kurtosis Skewness Portfolio A 2.2 -1.3 Portfolio B 3.5 0.5
Step by Step Solution
3.29 Rating (155 Votes )
There are 3 Steps involved in it
A is correct The analysts statement is not correct in r... View full answer
Get step-by-step solutions from verified subject matter experts
Document Format (1 attachment)
1455-M-S-L-R(9529).docx
120 KBs Word File
