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The systematic response coefficient for productivity, βp, would produce an unexpected change in any security return of (βP × ________) if the expected rate of productivity was 1.5 percent and the actual rate was 2.25 percent

Respuesta :

If the expected rate of productivity was 1.5 percent and the actual rate was 2.25 percent. The return is 0.75.

Return

Using this formula

Let plug in the formula

Ri= βpFp

Ri= βp(2.25-1.5)

Ri=0.75 βp

Therefore if the expected rate of productivity was 1.5 percent and the actual rate was 2.25 percent. The return is 0.75.

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