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Basic Question 0 of 2
What the unbiased expectations theory predicts are consistent with the assumption of:
A. risk aversion.
B. risk neutrality.
C. risk seeking.
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Colin Sampaleanu
Learning Outcome Statements
explain how time-series variables should be analyzed for nonstationarity and/or cointegration before use in a linear regression;
determine an appropriate time-series model to analyze a given investment problem and justify that choice.
CFA® 2025 Level II Curriculum, Volume 1, Module 5.