Question: Question 18 1 pts As an analyst for Factor Strategy LLC, you are tasked with the following. Consider the one-factor APT. The variance of returns

Question 18 1 pts As an analyst for Factor Strategy LLC,

Question 18 1 pts As an analyst for Factor Strategy LLC, you are tasked with the following. Consider the one-factor APT. The variance of returns on the factor portfolio is 5%. The beta of a well-diversified portfolio on the factor is 1.2. The variance of returns on the well-diversified portfolio is approximately 0 3.6% O 7.2% 10.4% 8.3%

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