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Which one of the following is true regarding the potential variables to use as factors in the multifactor model? Question 2 options: 1) factors should

Which one of the following is true regarding the potential variables to use as factors in the multifactor model?

Question 2 options:

1)

factors should only measure systematic risk

2)

factors should be diversifiable

3)

information on these variables should be timely and accurate

4)

variables should be measurable on a monthly basis only

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