Question: 1 Multiple Choice 0 . 5 points In the simple model of financial asset arbitrage, we assume that: future markets are perfectly efficient. there is

1
Multiple Choice 0.5 points
In the simple model of financial asset arbitrage, we assume that:
future markets are perfectly efficient.
there is no uncertainty about stock prices.
capital gains are zero.
stock prices follow a random walk.
1 Multiple Choice 0 . 5 points In the simple

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