Question: 30. What does 21 represents in the following two factor APT model? E(R)= 10 + 2.161 +2262 a. 21 is the expected return on the

30. What does 21 represents in the following two factor APT

30. What does 21 represents in the following two factor APT model? E(R)= 10 + 2.161 +2262 a. 21 is the expected return on the asset with zero systematic risk. b. 21 is the expected return on asset 1. c. az is the pricing relationship between the risk premium and the asset. d. 21 is the risk premium on asset 1. e. 21 is the factor loading

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