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Information about the return distributions

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Reference no: EM13882173

An analyst gathered the following information about the return distributions for two portfolios during the same time period:

Portfolio

Skewness

Kurtosis

A

-1.6

1.9

B

0.8

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?

A. The analyst's assessment is correct

B. The analyst's assessment is correct for Portfolio A and incorrect for Portfolio B

C. The analyst's assessment is not correct for Portfolio A but is correct for Portfolio B

D. The analyst's assessment is incorrect for both portfolios

Reference no: EM13882173

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