Question: The multidimensional SML predicts that the contribution of each source of risk to a security's total risk premium equals the factor Blank______ times the Blank______

The multidimensional SML predicts that the contribution of each source of risk to a security's total risk premium equals the factor Blank______ times the Blank______ of the factor portfolio tracking that source of risk. Multiple choice question. variance; risk premium beta; expected return beta; risk premium variance; expected return

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