Question: In a factor model, the return on a stock in a particular period will be related to A. Systematic risk. B. Non-systematic risk . C.

In a factor model, the return on a stock in a particular period will be related to

A. Systematic risk.

B. Non-systematic risk

. C. Both systematic risk and non-systematic risk.

D. There is no relationship between factor risk, risk premiums, and returns

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