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

Question 1

Multiple Choice

The systematic response coefficient for productivity, bP, would produce an unexpected change in any security return of __ bP if the expected rate of productivity was 1.5% and the actual rate was
2) 25%.


A) 0.75%
B) -0.75%
C) 2.25%
D) -2.25%
E) 1.5%

Correct Answer:

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