If the Expected Rate of Inflation Was 3% and the Actual

Multiple Choice

If the expected rate of inflation was 3% and the actual rate was 6.2%; the systematic response coefficient from inflation, $\beta$ _I, would result in a change in any security return of ___ $\beta$ _I.

A) 9.2
B) 3.2
C) -3.2
D) 3.0
E) 6.2