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Business, 04.07.2020 02:01 ogdeekin

Assuming the single-factor APT model applies, the factor beta for the market portfolio is: a. zero.
b. one.
c. the average of the risk-free beta and the beta for the highest risk security in the portfolio.
d. impossible to calculate without collecting sample data.
e. irrelevant to the model.

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Assuming the single-factor APT model applies, the factor beta for the market portfolio is: a. zero....

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