The Systematic Response Coefficient for Productivity,β_P,would Produce an Unexpected Change

Multiple Choice

The systematic response coefficient for productivity,β_P,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(β_P) %
B) -0.75(β_P) %
C) 2.25(β_P) %
D) -2.25%