Question: Question 14 1 points Consider the one factor APT The variance of reason the factor portfolio is 11 The beta of a well diversified portfolio

Question 14 1 points Consider the one factor APT The variance of reason the factor portfolio is 11 The beta of a well diversified portfolio on the factor is 105. The variance of return on the well-diverted parts approximately 0 12.1 136 160 17

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