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?