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The table below gives statistics relating to a hypothetical 5 years record of 2 portfolios. Mean Annual Return (%) Standard Deviation of Return (%) Skewness
The table below gives statistics relating to a hypothetical 5 years record of 2 portfolios.
Mean Annual Return (%) | Standard Deviation of Return (%) | Skewness | Kurtosis | |
Portfolio A | 14.5 | 10 | 1.5 | 1.8 |
Portfolio B | 14 | 15 | -0.8 | 3.7 |
Based on the information in the table, contrast the distribution of returns of Portfolio A and B. Evaluate the relative attractiveness of Portfolio A and B.
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