Advantage(s)of the APT is(are)
A) that the model provides specific guidance concerning the determination of the risk premiums on the factor portfolios.
B) that the model does not require a specific benchmark market portfolio.
C) that risk need not be considered.
D) a and b.
E) b and c.

Question

Quizplus · Accepted Answer

The Answer of Advantage(s)of the APT is(are)
A) that the model provides specific guidance concerning the determination of the risk premiums on the factor portfolios.
B) that the model does not require a specific benchmark market portfolio.
C) that risk need not be considered.
D) a and b.
E) b and c.

Advantage(s)of the APT Is(are)