题目内容 (请给出正确答案)
[主观题]

The feature of APT that offers the greatest potential advantage over the simple CAPM is th

e

A.identification of anticipated changes in production, inflation, and term structure of interest rates as key factors explaining the risk-return relationship

B.superior measurement of the risk-free rate of return over historical time periods

C.use of several factors instead of a single market index to explain the risk-return relationship

D.variability of coefficients of sensitivity to the APT factors for a given asset over time

提问人:网友sdlforever 发布时间:2022-01-07
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