Consider the Following List of Risk Factors: (1)

question 48

Multiple Choice

Consider the following list of risk factors: (1)
Monthly growth in industrial production
(2)
Return on high book to market value portfolio minus return on low book to market value portfolio
(3)
Change in inflation
(4)
Excess return on stock market portfolio
(5)
Return on small cap portfolio minus return on big cap portfolio
(6)
Unanticipated change in bond credit spread
Which of the following factors would you use to develop a macroeconomic-based risk factor model?

• A)(1), (2), and (3).
• B)(1), (3), and (5).
• C)(2), (4), and (5).
• D)(1), (3), and (6).
• E)(4), (5), and (6).

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Definitions:

Material Rewards

Incentives provided to employees or individuals in the form of tangible rewards, such as bonuses, gifts, or financial compensation.

Human Resource Managers

Professionals responsible for overseeing employee-related functions in an organization, including recruiting, training, benefits, and compliance with labor laws.

Health Care Workers

Professionals engaged in occupations that focus on the health and well-being of individuals, including medical practitioners, nurses, and support staff.

Labor Relations

The study and practice of managing the relationship between employers and their workforce, particularly with regard to unions and collective bargaining.