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庄园monar · 2021年12月25日

Why choose B?

  1. CFA I
  2. Quantitative

NO.PZ2018062016000056

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：

B 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.

Skewness > 0 causes mode < median < mean

So mean return larger than its median, why isn't correct?

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1 个答案

星星_品职助教 · 2021年12月26日

同学你好，

stock C是右偏的情况，所以是右侧有长尾，即extreme gain。

B选项描述反了，所以为least accurate。

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提问需要详细一些，例如答案解析的说明哪里不懂。

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