The single factor APT model that resembles the market model uses _________ as the single factor.
A) arbitrage fees
B) GNP
C) the inflation rate
D) the market return
E) the risk-free return
Correct Answer:
Verified
Q3: If the expected rate of inflation was
Q4: The term Corr(ε R , ε T
Q6: Shareholders discount many corporate announcements because of
Q6: The acronym CAPM stands for:
A)Capital Asset Pricing
Q8: Which of the following is true about
Q9: The acronym APT stands for:
A)Arbitrage Pricing Techniques.
B)Absolute
Q11: In a portfolio of risky assets, the
Q12: The betas along with the factors in
Q14: A security that has a beta of
Q28: A criticism of the CAPM is that
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