Question: Consider return distributions for two portfolios A and B , with mean = 0 and volatility = 1 for both. | Portfolio A ' s

Consider return distributions for two portfolios A and B, with mean =0 and volatility =1 for both.|
Portfolio A's return distribution has a skewness=-0.75 and kurtosis=6.06. Portfolio B's distribution
has a skewness =0 and kurtosis =3. Which one would you prefer?
Consider return distributions for two portfolios A and B, with mean

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