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The Systematic Response Coefficient for Productivity,βp,would Produce an Unexpected Change

Question 31

Multiple Choice

The systematic response coefficient for productivity,βp,would produce an unexpected change in any security return of ____ βP 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%

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