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Skewness
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[Practice Problems] Two portfolios have unimodal return distributions. Portfolio 1 has a skewness of 0.77, and Portfolio 2 has a skewness of –1.11. Which of the following is correct?
A. For Portfolio 1, the median is less than the mean.
B. For Portfolio 1, the mode is greater than the mean.
C. For Portfolio 2, the mean is greater than the median.
[Solutions] A
Portfolio 1 is positively skewed, so the mean is greater than the median, which is greater than the mode.
199Skewness:which is greater than the mode.
644Symmetry, Skewness, Kurtosis:Symmetry,distribution,[Practice:A. For:C.[Practicereturns.C.
265What are the responsibilities of the members in reference to the CFA Institute?:Once accepted as a member:每年交述職報(bào)告和年費(fèi)but must not over promise the competency and future investment results.Case
