Question: Based on arbitrage pricing theory, systematic risk arises from the variable, epsilon. the lack of market liquidity. a positive covariance between securities. negative betas. a

Based on arbitrage pricing theory, systematic risk arises from the variable,

Based on arbitrage pricing theory, systematic risk arises from the variable, epsilon. the lack of market liquidity. a positive covariance between securities. negative betas. a common factor, F

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