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part A part b Return Pricing Models -...

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Finance

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part b
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Return Pricing Models - Which of the following is False? The APM is a more general model than the CAPM The CAPM is a single factor model The CAPM theory does not state what the best proxy variable for a risk-free rate is The APM model, when used in an empirical process to estimate sensitivities, can only capture systematic risk factors O None of the above are false APM - Which of the following is not a characteristic of the theoretical APM? More general pricing model than the CAPM Is does not require a utility assumption for its derivation o It only requires the existence of arbitrage activities for its derivation The model can incorporate the influence of industry effects on asset returns O The theoretical model identifies the economic factors that influence asset returns

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