题目
Consider the following multi-factor (APT) model of security returns for a particular stock, along with actual-versus-expected rates of change in the three macro factors:「huixue_img/importSubject/1564170576120123392.png」
If we include the "surprises" in the macro factors, what is the expected rate of return for the stock?
选项
A.5.30%
B.7.30%
C.8.40%
D.9.90%
答案
C
解析
「huixue_img/importSubject/1564170576224980992.png」