【单选题】Reinhart Marcs manages a portfolio whose monthly returns follow a distribution with a kurtosis measure of 4.2. Relative to a portfolio with normally distributed returns, Marcs’s portfolio has a:
A.
higher chance of extreme upside returns and higher chance of extreme downside returns
B.
lower chance of extreme upside returns and higher chance of extreme downside returns.
C.
higher chance of extreme upside returns and lower chance of extreme downside returns.