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If the returns' distribution of both stocks A and B are symmetric, the portfolio with stocks A and B must have a distribution with zero
If the returns' distribution of both stocks A and B are symmetric, the portfolio with stocks A and B must have a distribution with zero skewness.
True or false?
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Corporate Finance Investment And Advisory Applications
Authors: Jesse McDougall, Patrick Boyle
1st Edition
1530116597, 9781530116591
