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    Corporate Finance Study Set 12
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    Exam 12: An Alternative View of Risk and Return: the Arbitrage Pricing Theory
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    Systematic Risk Is Defined As
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Systematic Risk Is Defined As

Question 37

Question 37

Multiple Choice

Systematic risk is defined as:


A) a risk that specifically affects an asset or small group of assets.
B) any risk that affects a large number of assets.
C) any risk that has a huge impact on the return of a security.
D) the random component of return.

Correct Answer:

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