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on What rates of return rational investors using APT model would demand security P and G given the following information? Portfolio amloan A B
on What rates of return rational investors using APT model would demand security P and G given the following information? Portfolio amloan A B C Z Security P G Portfolio Return 13% 22% 9% 18% 1% 3% 11% Correlation with Factor 1 0.29 0.78 0.18 0.57 0.00 0.00 0.91 Beta 1.19 1.59 Factor 2 0.93 0.53 0.15 0.82 0.11 0.00 0.00 Beta .75 1.11
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