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You are an analyst at Garcia Investment Firm. Your boss has asked you to analyze the summary statistics of the return distributions of two actively managed portfolios given below. Which portfolio is likely to have extreme negative outliers compared to a normal distribution? Portfolio 1 Portfolio 2 Average SD Skewness Exc. Kurtosis 1.46% 10.35% -2.31 7.45 3.46% 5.66% 1.88 -3.83 You are an analyst at Garcia Investment Firm. Your boss has asked you to analyze the summary statistics of the return distributions of two actively managed portfolios given below. Which portfolio is likely to have extreme negative outliers compared to a normal distribution? Portfolio 1 Portfolio 2 Average SD Skewness Exc. Kurtosis 1.46% 10.35% -2.31 7.45 3.46% 5.66% 1.88 -3.83
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Related Book For
Financial Statement Analysis
ISBN: 978-0078110962
11th edition
Authors: K. R. Subramanyam, John Wild
Posted Date:
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