Consider the One-Factor APT

question 14

Multiple Choice

Consider the one-factor APT. The variance of returns on the factor portfolio is 11. The beta of a well-diversified portfolio on the factor is 1.45. The variance of returns on the well-diversified portfolio is approximately

• A) 23.1.
• B) 6.0.
• C) 7.3.
• D) 14.1.

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Authentic Leadership

A leadership style that emphasizes genuine, transparent, and ethical leadership qualities, encouraging trust and integrity among followers.

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Pertaining to the internal processes within an individual, such as self-awareness, emotion regulation, and personal motivation.

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