Question: 9. In a multifactor APT model, the coefficients on the macro factors are often called A. systematic risk. B. factor sensitivities. C. idiosyncratic risk. D.

9. In a multifactor APT model, the coefficients on the macro factors are often called A. systematic risk. B. factor sensitivities. C. idiosyncratic risk. D. factor betas. E. factor sensitivities and factor betas

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