
Ultimate access to all questions.
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