Compared to a Normal distribution, what is the standard deviation of a leptokurtic distribution?
A) Same as Normal distribution,
B) Less,
C) Greater than Normal distribution?
Not enough information.
(They probably want you to say it’s the same, but that the kurtosis is greater than the normal distribution. But you can have normal distributions with σ = 1 or σ = 2 or σ = 3, and leptokurtic distributions with σ = 1 or σ = 2 or σ = 3. It’s a stupid question.)