问题如下：
An empirical distribution that exhibits a fatter right tail than that of a lognormal distribution would indicate:
选项：
A.equal implied volatilities across low and high strike prices.
B.greater implied volatilities for low strike prices.
C.greater implied volatilities for high strike prices.
D.higher implied volatilities for mid-range strike prices.
解释：
An empirical distribution with a fat right tail generates a higher implied volatility for higher strike prices due to the increased probability of observing high underlying asset prices. The pricing indication is that in-the-money calls and out-of-the-money puts would be "expensive".
这个是不是应该有个前提是currency还是equity呢,不然怎么知道用哪个波动率图呢
