In a Portfolio of Risky Assets, the Response to a Factor

Multiple Choice

In a portfolio of risky assets, the response to a factor, Fi, can be determined by:

A) summing the weighted $\beta$ _i s and multiplying by the factor F_i.
B) summing the F_i s.
C) adding the average weighted expected returns.
D) summing the weighted random errors.
E) All of the above.