Which of the Following Statements Is FALSE

question 12

Multiple Choice

Which of the following statements is FALSE?

• A)As a practical matter,it is extremely difficult to identify portfolios that are efficient because we cannot measure the expected return and the standard deviation of a portfolio with great accuracy.
• B)The portfolios in a multifactor model can be thought of as either risk factors themselves or portfolios of stocks correlated with unobservable risk factors.
• C)Each factor beta is the expected percent change in the excess return of a security for a 1% change in the excess return of the factor portfolio.
• D)Even if the market portfolio is not efficient,it still must capture all components of systematic risk.

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Definitions:

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Religious establishments predominantly attended by African American congregants, serving not only as places of worship but also as community centers and platforms for civil rights activism.

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A system within buildings that supplies water for purposes such as drinking, washing, heating, and the removal of human waste.

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A system that provides warmth to an entire interior of a building from one point to multiple rooms.

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