Question: In a multifactor APT model, the coefficients on the macro factors are often called Select one: a . idiosyncratic risk. b . factor sensitivities and

In a multifactor APT model, the coefficients on the macro factors are often called
Select one:
a.
idiosyncratic risk.
b.
factor sensitivities and factor betas.
c.
factor betas.
d.
factor sensitivities.
e.
systemic risk.

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