Multiple Choice
Suppose ABC's common stock has a return of 12.87 percent,the risk-free rate is 2.65 percent,the market return is 13.46 percent,and there is currently no unsystematic influence affecting ABC's return.Given a one-factor APT model,what is the factor beta?
A) .896
B) .945
C) 1.003
D) .962
E) .979
Correct Answer:
Verified
Correct Answer:
Verified
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