只有備考沖刺階段才做CFA考試題那你錯了,其實在日常的備考中也是要做題的,不要求你做多少,而是在于你能不能將這道考題弄懂,小編給你說說!
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 incorrect for Portfolio A but is correct for portfolio B.
D.The analyst is incorrect in his assessment for both portfolios.
你知道這道考題是那一科目的知識呢?小編告訴你是數(shù)量分析中的知識點考題,不知道你需要不需要這樣的考題,有需要可以在線咨詢!