Handbook 第六版

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:

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 B
c. The analyst's assessment is not correct for A but correct for B
d. The analyst's assessment is incorrect for both portfolios.

The answer is b. A has less kurtosis than normal distribution, which implies that it is more peaked.

这个对吗?不是Kurtosis<3, less peaked?

还有32页的Figure2.4也看着糊涂, 不是高峰胖尾,为什么反过来了? (这个图在第五板的36页也有)