Question: kindly explain what does POSITIVE LOADING mean Which of the statements about the Arbitrage Pricing Theory MUST BE TRUE? [I] There is only one systematic

kindly explain what does POSITIVE LOADING mean

Which of the statements about the Arbitrage Pricing Theory MUST BE TRUE? [I] There is only one systematic risk, the market risk. [II] Risk factors have positive loading. [III] In equilibrium, investors cannot make profits without taking risks.

I only

II only

I and II only

II and III only

III only

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