Question: In a multifactor APT model, the coefficients on the macro factors are often called: Multiple Choice 0 1 2 0 0 2 idiosyncratic or diveryfiable
In a multifactor APT model, the coefficients on the macro factors are often called:
Multiple Choice
idiosyncratic or diveryfiable risk.
factor sensituatives or factor betas.
systematic nisk
factor alphas or betas.
factor senstivites and insensitivitios.
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