Table 1 below is an excerpt from the paper, "Portfolio diversification with virtual currency: Evidence from bitcoin" written by Guesmi, Saadi, Abid, and Ftiti and published in the International Review of Financial Analysis in 2019.

These time series are skewed to the left: ___

These time series are skewed to the right: __

These time series are platykurtic: __

These times series are leptokurtic: _____

Then, use the information on skewness and excess kurtosis and write one or two sentences explaining whether the bitcoin or WTI (crude oil) time series is riskier for the time period used in the study.

Table 1 Descriptive statistics of returns series. Statistics/variables Bitcoin MSCI Emerging Market Index MSCI Global Market Index Gold Euro-Dollar WTI VIX Yuan Mean 0.0050 0.0001 0.0003 - 0.0001 0.00003 -0.0003 - 0.0005 0.00001 Min -0.2696 -0.0512 -0.0502 -0.1016 - 0.0259 -0.0905 - 0.2998 -0.0114 Maximum 0.4996 0.0332 0.0293 0.0543 0.0225 0.1128 0.4010 0.0180 Standard deviation 0.0519 0.0086 0.0067 0.0096 0.0053 0.0205 0.0713 0.0014 Skewness 0.4303 -0.2699 -0.5881 -0.7578 - 0.0714 0.3526 0.7165 0.9070 Excess kurtosis 10.474 2.1415 4.2825 10.372 1.8947 3.3831 4.2295 21.419 Jarque-Bera 7183.5 317.25 1282.8 7146.3 234.83 776.79 1297.1 30,054 P-value (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) ARCH LM test (1) 66.07*+* 20.05**# 35.71**# 11.23*#+ 5.65**+ 88.65*#* 56.60*** 58.53**+ ARCH LM test (5) 35.59* * * 17.95**# 21.25* *# 4.86*# 8.51* 51.06** 22.98** 24.20* ARCH LM test (10) 20.24*** 12.52*#* 11.66**# 2.87** 5.76** 29.87*** 11.77*#* 12.39*#* LB-Q (5) 3.78 53.30*#* 23.84** * 2.90 2.07 1.978 8.042 11.75** LB-Q (10) 6.14 57.64**# 26.85* * * 9.57 10.72 3.192 18.34** 15.34 LB-Q (20) 25.28 63.52**# 34.48** 21.01 22. 88 8.93 39.09*#* 30.34 LB-Q (5) 230.52**# 119.62**# 154.72**# 23.89*#* 46. 88* * * 425.07*#* 142.02*#* 114.12*#* LB-Q3 (10) 329.83* ** 200.47*** 196.79*** 29.69*#* 71.35*** 692.61*#* 147.76*# 120.70*** LB-Q (20) 453.02*** 281.52**# 223.67*** 35.72**# 134.65**# 1176.35**# 158.23*#* 126.86*#+ Observations 1561 1561 1561 1561 1561 1561 1561 1561 Note: *, ** and ***indicate rejection of null hypothesis for normality using JB statistic, for no ARCH effects using ARCH LM test and for no autocorrelation using Ljung-Box Q-statistic test at 1%, 5% and 10%, respectively. WTI and VIX refer to West Texas Intermediate and Implied Volatility Index, respectively