Question: Let s augment the CAPM regression by adding another factor: Treasury Bill ( 3 months ) , andredo ( A ) and ( B )

Lets augment the CAPM regression by adding another factor: Treasury Bill (3 months), andredo (A) and (B). Whats your conclusion? (Note that in this case, it will not be CAPM anymore,it becomes a multi-factor asset pricing model)

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