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Asker · 2020年10月07日

问一道题:NO.PZ2018062016000056 [ CFA I ]

问题如下:

Given the table above, which of the following statements is least accurate regarding to the skewness of Stock C?

选项:

A.

The return distribution has a few extreme gains.

B.

The return distribution has a few extreme losses.

C.

The mean return is larger than its median.

解释:

A is correct. The skewness of Stock C is positive,which shows right fat tails. A positive skewed distribution has frequent small losses and a few extreme gains.

我选了B为啥说我错啊,请看截图为证
1 个答案
已采纳答案

星星_品职助教 · 2020年10月08日

同学你好,这道题应该选B。已经修改

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