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.
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【简答题】从键盘上输入 3 个整数 a 、 b 和 c ,编写程序将它们按从大到小排序。例如输入1 5 3,则输出5 3 1。