- CFA Exams
- CFA Exam: Level II 2021
- Study Session 16. Portfolio Management (1)
- Reading 44. Using Multifactor Models
- Subject 1. Arbitrage pricing theory
CFA Practice Question
Which is (are) multi-factor model(s)?
II. Capital Market Pricing Model (CAPM)
III. Arbitrage Price Theory (APT)
I. Markowitz Modern Portfolio Theory (MPT)
II. Capital Market Pricing Model (CAPM)
III. Arbitrage Price Theory (APT)
Correct Answer: III only
User Contributed Comments 0
You need to log in first to add your comment.