In a Multifactor APT Model, the Coefficients on the Macro

question 28

Multiple Choice

In a multifactor APT model, the coefficients on the macro factors are often called

• A) systematic risk.
• B) factor sensitivities.
• C) idiosyncratic risk.
• D) factor betas.
• E) factor sensitivities and factor betas.

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Definitions:

Simple Markup

A feature in Microsoft Word that displays the final version of a document with indications where edits have been made, streamlining the review process while keeping the document appearance clean.

Insertions and Deletions

Operations in computing and genetics referring to the addition (insertion) or removal (deletion) of data elements or DNA sequences.

Legend Position

Refers to the location within a chart or graph where the legend, explaining symbols or colors used, is placed.

Paste Arrow

A graphical indicator used in user interfaces that shows where content will be inserted when pasted from the clipboard.