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An analyst collected the following information for 4 stock portfolios: Kurtosis Mean Standard Portfolio Skewness Return Deviation of Returns 1 2 3 4 -2.3 0.78 1.3 0 Which of the following is correct? O a. b. Oc Od. Oe 45 22 75 3 5.40% 6.90% 8.70% 7.20% Portfolio 1 has a long tail on the right side of the distribution. Portfolio 2 is more peaked than a normal distribution. 10.70% 11.30% 15.90% 16.32% If the risk-free rate of return is 3%, then portfolio 1 has the lowest risk-adjusted-performance based on the Sharpe ratio. Portfolio 4 has a fatter distribution than a normal distribution. None of the answers