Which of a) through d) is FALSE?

Question

Quizplus · Accepted Answer

All the statements provided are true. Statement A is correct because a normal distribution is fully described by its mean and variance. Statement B is accurate as returns on foreign stocks often exhibit leptokurtosis, meaning they have fatter tails than a normal distribution. Statement C is true because both correlation and covariance are measures of how two assets move in relation to each other. Statement D is also correct because the correlation coefficient is indeed the covariance between two assets divided by the product of their standard deviations.

Which of A) Through D) Is FALSE