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    Exam 10: Arbitrage Pricing Theory and Multifactor Models of Risk and Return
  5. Question
    An Arbitrage Opportunity Exists If an Investor Can Construct a __________
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An Arbitrage Opportunity Exists If an Investor Can Construct a __________

Question 56

Question 56

Multiple Choice

An arbitrage opportunity exists if an investor can construct a __________ investment portfolio that will yield a sure profit.


A) positive
B) negative
C) zero
D) All of the options
E) None of the options

Correct Answer:

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