Q1. Which of the following statements concerning skewness is least accurate? A distribution with: A) a distribution with skew equal to 1 is not symmetrical. B) positive skewness has a long left tail. C) negative skewness has a large number of outliers on its left side.
Q2. Which of the following statements concerning kurtosis is least accurate? A) A leptokurtic distribution has excess kurtosis less than zero. B) A distribution that is more peaked than a normal distribution is leptokurtic. C) A leptokurtic distribution has fatter tails than a normal distribution.
Q3. Which of the following statements about kurtosis is least accurate? Kurtosis: A) measures the peakedness of a distribution reflecting a greater or lesser concentration of returns around the mean. B) is used to reflect the probability of extreme outcomes for a return distribution. C) describes the degree to which a distribution is not symmetric about its mean.
Q4. Which of the following statements concerning a distribution with positive skewness and positive excess kurtosis is least accurate? A) The mean will be greater than the mode. B) It has a lower percentage of small deviations from the mean than a normal distribution. C) It has fatter tails than a normal distribution.
Q5. A distribution of returns that has a greater percentage of small deviations from the mean and a greater percentage of large deviations from the mean compared to a normal distribution: A) is positively skewed. B) has positive excess kurtosis. C) has negative excess kurtosis.
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发表于 2009-1-8 17:55
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