The Systematic Response Coefficient for Productivity $\beta$ _p, Would Produce an Unexpected Change in Any Security Return

Multiple Choice

The systematic response coefficient for productivity, $\beta$ _p, would produce an unexpected change in any security return of __ $\beta$ _Pif the expected rate of productivity was 1.5% and the actual rate was 2.25%.

A) 0.75%
B) -0.75%
C) 2.25%
D) -2.25%
E) 1.5%