Question: In their multifactor model, Chen, Roll, and Ross found: Multiple Choice All of the options are correct. that the volue - weighted NrSE index had

In their multifactor model, Chen, Roll, and Ross found:
Multiple Choice
All of the options are correct.
that the volue-weighted NrSE index had the incorrect sign, implying a negative market risk premium.
Both "that two market indexes. the equally weighted NYSE and the valueweighted NYSE, were not significart predicions of securty retums "8 "that the risk premium.
expected changes in inflation- predicted securty rehurns.
thot two maket indexes. the equally weighned NYSE and the value-weighted NYSE, were not significent predictors of securty retums.
In their multifactor model, Chen, Roll, and Ross

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