In a Multi-Factor APT Model,the Coefficients on the Macro Factors

question 59

Multiple Choice

In a multi-factor APT model,the coefficients on the macro factors are often called ______.

• A)systemic risk
• B)firm-specific risk
• C)idiosyncratic risk
• D)factor betas
• E)none of the above

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Definitions:

Heavy Drinking

Consumption of alcohol in amounts that exceed the recommended guidelines and can lead to health problems and social issues.

Vulnerability

The condition of being vulnerable to potential attacks or damage, whether it be to one's physical self or emotional wellbeing.

Coping Ability

The capacity to deal effectively with stressors, challenges, or difficult situations.

Depressive Episodes

Periods characterized by feelings of intense sadness, loss of interest in activities, and other symptoms that affect daily functioning.