Which type of distribution produces the lowest probability for a variable to exceed a specified extreme value X which is greater than the mean assuming the distributions all have the same mean and variance?
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A
A leptokurtic distribution with a kurtosis of 4
B
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Which type of distribution produces the lowest probability for a variable to exceed a specified extreme value X which is greater than the mean assuming the distributions all have the same mean and variance? | Financial Risk Manager Part 1 Quiz - LeetQuiz