Question: Suppose a one - factor APT holds, but the factor is unobserved. If the covariance between the returns of companies 1 and 2 is 4

Suppose a one-factor APT holds, but the factor is unobserved. If the covariance between the returns of companies 1 and 2 is 4, and company 1 has a beta of 2 on the factor, then the beta of company 2 is given by Question 4 options: 1234

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