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You examine the moments of some stocks' returns. Given the data below, which stock is the most susceptible to tail risk? Stock E[ret] Std Deviation

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You examine the moments of some stocks' returns. Given the data below, which stock is the most susceptible to tail risk? Stock E[ret] Std Deviation Skewness Kurtosis A 1396 2796 0.20 3.0 B 1796 1696 -1.10 15.0 C 996 16% -1.00 16.0 D 1096 1296 -0.50 6.0

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