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  3. The feature of APT that offers the greatest potential advantage over the simple

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

游客2025-06-20  26
问题 The feature of APT that offers the greatest potential advantage over the simple CAPM is the
选项 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
答案 C
解析 答案为C项APT比简单的CAPM模型具有更大的潜在优势，主要体现在：AFT理论使
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