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The Systematic Response Coefficient for Productivity, βP, Would Produce an Unexpected

Question 5

Multiple Choice

The systematic response coefficient for productivity, βP, would produce an unexpected change in any security return of ________ if the expected rate of productivity was 1.5% and the actual rate was 2.25%:


A) 0.75%
B) -0.75(βP) %
C) 2.25(βP) %
D) -2.25%

Correct Answer:

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