Which of the following statements about return distributions is least likely correct？
A. With positive skewness， the mean is greater than the median.
B. If skewness is positive， the average magnitude of positive deviations from the mean is larger than the average magnitude of negative deviations from the mean.
C. If a return distribution has positive excess kurtosis and the analyst uses statistical models that do not account for the fatter tails， the analyst will overestimate the likelihood of very bad or very good outcomes.
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