NO.PZ2018062016000057
问题如下:
Given the table above, compared with a normal distribution, the distribution of returns for Stock A is most likely to:
选项:
A.
have the same kurtosis.
B.
be more peaked.
C.
have thinner tails.
解释:
B is correct. Excess kurtosis is positive means kurtosis is larger than 3 and the return distribution is more peaked than normal distribution.
A的前面两个数据有用吗?