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  6.        EXAMPLE 2.1: FRM EXAM 2009-QUESTION 2-3
  An analyst gathered the following information about the return distributions for two portfolios during the same time period:
 
  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 not correct for Portfolio A but is correct for Portfolio B.
  D.       The analyst';s assessment is incorrect for both portfolios.
  答案是否有問(wèn)題?
  答疑:A 負(fù)偏(左偏) B 正偏 (右偏);A 低峰瘦尾 B 高峰肥尾;應(yīng)該選擇 D