The systematic response coefficient for productivity,$\beta$_p,would produce an unexpected change in any security return of __ $\beta$_Pif the expected rate of productivity was 1.5% and the actual rate was 2.25%. A)0.75% B)-0.75% C)2.25% D)-2.25% E)1.5%

Question

Quizplus · Accepted Answer

Ri = $\beta$PFP = $\beta$P(2.25 - 1.5)= 0.75 $\beta$P

The Systematic Response Coefficient for Productivity β\betaβ p,would Produce an Unexpected Change in Any Security Return of Unexpected

The Systematic Response Coefficient for Productivity $\beta$ _p,would Produce an Unexpected Change in Any Security Return of Unexpected