25 pts In modern portfolio theory, an investment is portrayed as a normally distributed probability distribution of returns with a mean, the measure of the investment's return, and a finite variance (standard deviation) as the measure of the investment's risk. The statistician Mandelbrot has challenged this belief and states o the distribution of stock price changes (returns) is more peaked and with fatter tails than the normal distribution thus allowing for more extreme outcomes. stock price changes (returns) actually follow a poisson distribution and are severely skewed negative. the distribution of stock price changes (returns) is much more positively skewed than the normal distribution thus allowing for more optimistic outcomes. O stock price changes (returns) actually follow the negative binomial distribution which is bimodal