- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 41. Using Multifactor Models
- Subject 1. Arbitrage Pricing Theory
CFA Practice Question
Which pricing model provides no guidance concerning the determination of the risk premium on factor portfolios?
B. CAPM
C. SML
A. Multifactor APT
B. CAPM
C. SML
Correct Answer: A
User Contributed Comments 1
| User | Comment |
|---|---|
| alyl21 | APT don identify risk factors |