CFA定量分析在CFA一級(jí)考試中的占比是8%-12%，在占比也是很大的，那在CFA備考中這部分考試題你做的怎么樣呢？小編給你說(shuō)一道考題！

An analyst gathered the following information about the return distributions for two portfolios during the same time period:

Portfolio Skewness Kurtosis

A -1.6 1.9

B 0.8 3.2

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 incorrect for Portfolio A but is correct for portfolio B.

D.The analyst is incorrect in his assessment for both portfolios.

Solution: D

不知道你是不是做對(duì)了呢？這邊小編給你準(zhǔn)備了一些考題資料，看看你是不是做對(duì)了呢？小編給你說(shuō)說(shuō)這道考題是怎么做的！看看你理解的對(duì)不對(duì)呢？

The analyst's statement is incorrect in reference to either portfolio. Portfolio A has a kurtosis of less than 3, indicating that it is less peaked than a normal distribution （platykurtic）。 Portfolio B is positively skewed （long tail on the right side of the distribution）。