Exhibit 92
Use the Information Below for the Following Problem(S)
Consider

question 38

Multiple Choice

Exhibit 9.2
Use the Information Below for the Following Problem(S)
Consider the three stocks, stock X, stock Y and stock Z, that have the following factor loadings (or factor betas) .
$$\begin{array} { c c c } \text { Stack } & \text { Factor 1 Londine } & \text { Factor } 2 \text { Londing } \\\hline X & - [ .55 & 1.2 \\Y & - [ .10 & 0.85 \\Z & 0.35 & 0.5\end{array}$$
The zero-beta return (??) = 3%, and the risk premia are ?? = 10%, ?? = 8%. Assume that all three stocks are currently priced at $50.
-Refer to Exhibit 9.2.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.

---

Definitions:

Protein Digestion

is the process by which proteins are broken down into their constituent amino acids or small peptides, which can then be absorbed by the body.

Amino Acids

Organic compounds that combine to form proteins, serving as the building blocks of life, with both essential and non-essential variants for human health.

LDL Molecules

Low-density lipoprotein molecules; a type of lipoprotein responsible for transporting cholesterol to cells, often associated with an increased risk of heart disease.

Serum Cholesterol

The total amount of cholesterol in the serum part of the blood, considered an important indicator of heart disease risk.