Financial Risk Manager Part 1
Get started today
Ultimate access to all questions.
Comments
Loading comments...
Ultimate access to all questions.
An analyst gathered the following information about the return distributions for two portfolios during the same time period:
| Portfolio | Skewness | Kurtosis |
|---|---|---|
| A | -1.6 | 1.9 |
| B | 0.8 | 3.2 |
The analyst states 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 correct?