Which of A) Through D) Is FALSE

question 10

Multiple Choice

Which of a) through d) is FALSE?

• A) If an asset's returns are distributed as normal, then its return distribution can be completely described by its mean and variance of return.
• B) Returns on foreign stocks are leptokurtic.
• C) Correlation and covariance measure how closely two assets move together.
• D) The correlation coefficient between two assets is the covariance scaled by the standard deviations of the two assets.
• E) All of the above are true

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