Question: Given the following information for a 4 - Factor APT model, which factor is likely to have the largest effect on return? R Rfree =

Given the following information for a 4-Factor APT model, which factor is likely to have the largest effect on return?
R Rfree=0.07+0.05F1+0.08F2+0.15F3+0.01F4
F1
F2
F3

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