Question: Which statement(s) below about CAPM versus multiple-factor APT is/are correct? 1. CAPM could be viewed as a special one-factor APT II. APT does not specify
Which statement(s) below about CAPM versus multiple-factor APT is/are correct? 1. CAPM could be viewed as a special one-factor APT II. APT does not specify the sources of risks III. APT does not specify the number of factors IV. APT provides guidance about the magnitude of factor risk premium in equilibrium Select one: O a. I, II, and Ill only O b. I and II only O c. I and III only O d. ll and Ill only O e. All of I, II, III and IV
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