The Systematic Response Coefficient for Productivity $\beta$ _P, Would Produce an Unexpected Change in Any Security Return

Multiple Choice

The systematic response coefficient for productivity, $\beta$ _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( $\beta$ _P) %
B) -0.75( $\beta$ _P) %
C) 2.25( $\beta$ _P) %
D) -2.25%