Question: In a multi - factor APT model, the coefficients on the macro factors are often called _ _ _ _ _ _ . Question 3

In a multi-factor APT model, the coefficients on the macro factors are often called ______.
Question 3Answer
a.
systemic risk
b.
factor sensitivities
c.
idiosyncratic risk
d.
factor betas
e.
B and D

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