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While building the bank's enterprise risk management system, a risk analyst takes an inventory of firm risks and categorizes these risks as market, credit, or operational. Which of the following observations of the bank's data should be considered unexpected if compared to similar industry data?
A
The operational risk loss distribution has a large number of small losses and therefore, a relatively low mode.
B
The operational risk loss distribution is symmetric and fat-tailed.
C
The credit risk distribution is asymmetric and fat-tailed.
D
The market risk distribution is similar to the distribution of the return on a portfolio of securities.