Skewness and kurtosis of portfolio return distributions

1. 1An analyst gathered the following information about the return distributions for two portfolios during the
   same time period:
   Portfolio
   A
   B
   Skewness
   -1,6
   0,8
   Kurtosis
   1.9
   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?

   1. AThe analyst's assessment is correct.
      
   2. BThe analyst's assessment is correct for Portfolio A and incorrect for portfolio B,
      
   3. CThe analyst's assessment is incorrect for Portfolio A but is correct for portfolio B
   4. DThe analyst is incorrect in his assessment for both portfolios,

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Test sobre Sin título, creado por dsheverdyaev el 08/04/2014.

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dsheverdyaev

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