Question: please answer completely and correctly thanks A Aa 8. The Arbitrage Pricing Theory of the following statements about the Arbitrage Priing Thecry (APT) are correct?

please answer completely and correctly thanks
A Aa 8. The Arbitrage Pricing Theory of the following statements about the Arbitrage Priing Thecry (APT) are correct? Check all that apply O The APT does not identify the relevant factors. The APT assumes that all investors hold the market portfolio. The APT does not restrict the number or nature of the factors relevant to the determination of a sto The APT is more restrictive than the Capital Asset Pricing Model (CAPM). ck's retum urns depend on Peter, an analyst at Fantasy General (FG), models the company's stock assuming that ell stacks' ret anly three risk factors: inflation, industrial production, and the aggregate degree of risk aversion. The risk-free rate is nr = 5%, the return on the market rn-7%, and the rest of the avalable data is given in the following table: Variable 15% 10% 4% The required rate of return an an infiation portfolio, r The required return on an industrial production partfolio, ra The required return on a risk-bearing portfolio, r Factor sensitivity to the inflation portfalio, b Factor sensitivty to the industrial production portfolio, ba Factor sensitivity to the risk-bearing portfolio, b Fantasy General's beta, b -0.6 0.9 0.65 Using an APT model, Peter calculates that FG's required rate of return is If Peter used the Capital Asset Pricing Model, he would have calculated that FG's required rate of return is
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