Multiple Choice
Which of the following factors did Chen,Roll and Ross (1986) include in their APT model?
A) yearly growth in industrial production
B) change in expected inflation
C) Interest rate structures
D) all of the above
Correct Answer:
Verified
Correct Answer:
Verified
Q6: According to the CCAPM,if the expected return
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Q8: Using Solnik's (1974)ICAPM,what is the expected
Q9: The cross-sectional regression technique of Fama and
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