Refer to the following information. Consider the three stocks, stock X, stock Y and stock Z, that have the following factor loadings (or factor betas) .
The expected prices one year from now for stocks X, Y, and Z are
A) €53.55, €54.4, €55.25
B) €45.35, €54.4, €55.25
C) €55.55, €56.35, €57.15
D) €50, €50, €50
E) €51.35, €47.79, €51.58.
Correct Answer:
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