The Systematic Response Coefficient for Productivity, β_P, Would Produce an Unexpected

question 5

Multiple Choice

The systematic response coefficient for productivity, β_P, would produce an unexpected change in any security return of ________ if the expected rate of productivity was 1.5% and the actual rate was 2.25%:

• A) 0.75%
• B) -0.75(β_P)%
• C) 2.25(β_P)%
• D) -2.25%

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