Assuming the single-factor APT model applies, the factor beta for the market portfolio is:
a. zero.
b. one.
c. the average of the risk-free beta and the beta for the highest risk security in the portfolio.
d. impossible to calculate without collecting sample data.
e. irrelevant to the model.
+5
Answers (1)
Know the Answer?
Not Sure About the Answer?
Find an answer to your question 👍 “Assuming the single-factor APT model applies, the factor beta for the market portfolio is: a. zero. b. one. c. the average of the risk-free ...” in 📗 Business if the answers seem to be not correct or there’s no answer. Try a smart search to find answers to similar questions.
Home » Business » Assuming the single-factor APT model applies, the factor beta for the market portfolio is: a. zero. b. one. c. the average of the risk-free beta and the beta for the highest risk security in the portfolio. d.