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43. A factor in APT is a variable that: a Is pure noise b. Correlates with risky asset returns in an unsystematic manner c. Affects

43. A "factor" in APT is a variable that: a Is pure "noise" b. Correlates with risky asset returns in an unsystematic manner c. Affects the return of risky assets in a systematic manner d. Affects the return of a risky asset in a random manner

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