2. (23 points) What are the values of the six extended risk metrics reported in...
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2. (23 points) What are the values of the six extended risk metrics reported in "A11 U.S. stocks" from 1926 to 2012 (Fama/French research portfolio data) compared with the normal distribution. Which of these differences could potentially lead us to underestimate downside risk for this asset class relative the normal distribution? 2. (23 points) What are the values of the six extended risk metrics reported in "A11 U.S. stocks" from 1926 to 2012 (Fama/French research portfolio data) compared with the normal distribution. Which of these differences could potentially lead us to underestimate downside risk for this asset class relative the normal distribution
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