Which of the following statements is/are true?
A) Both APT and CAPM argue that expected excess return must be proportional to the
Beta(s) .
B) APT and CAPM are the only approaches to measure expected returns in risky assets.
C) Both CAPM and APT are risk-based models.
D) Both A and B are true.
E) Both A and C are true.
Correct Answer:
Verified
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