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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