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Allen, FRM, is evaluating the property of monthly stock return data using a sample with a sample size of 359. The summarized statistics are listed below:
| Statistics | Monthly Return |
|---|---|
| Mean | 0.866% |
| Standard Deviation | 5.287% |
| -0.0236 | |
| 0.0026 | |
| 359 |
What is the sample kurtosis?
A
0.93
B
0.98
C
1.25
D
1.32