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A Single-Index Model Uses ___________ as a Proxy for the Systematic

Question 11

Multiple Choice

A single-index model uses ___________ as a proxy for the systematic risk factor.


A) a market index,such as the S&P 500 or the S&P/TSX Composite
B) the current account deficit
C) the growth rate in GNP
D) the unemployment rate
E) none of these

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