Consider return distributions for two portfolios A and $B,$ with mean $=0$ and volatility $=1$ for both.$|$

Portfolio A$\text{'}$s return distribution has a skewness$=-0\mathrm{.}75$ and kurtosis$=6\mathrm{.}06.$ Portfolio B$\text{'}$s distribution

has a skewness $=0$ and kurtosis $=3.$ Which one would you prefer?