Question: The table below gives statistics relating to a hypothetical five-year record of two portfolios. Based only on the information in the above table, perform the
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Based only on the information in the above table, perform the following:
A. Contrast the distributions of returns of Portfolios A and B.
B. Evaluate the relative attractiveness of Portfolios A and B?
Mean Monthly Return (%) Standard Deviation (%) 5.3086 Excess Kurtosis Skewness Portfolio A 1.6792 -0.1395 -0.0187 Portfolio B 1.8375 5.9047 -0.8525 0.4934
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