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APT, CAPM, both ,or neither Match the definitions for APT and CAPM A risk factor could be the number tweets about the stock per day

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APT, CAPM, both ,or neither

Match the definitions for APT and CAPM A risk factor could be the number tweets about the stock per day to explain asset returns Return is only dependent on the market risk factor [Select] Generalizes all risks as market risk [Select] Can include macro and company specific factors [Select] Investors are assumed to be risk averse and we use a quadratic utility function for those investors [Select] Return depends on the correlation with the factor or factors [ Select)

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