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
Expert-verified answer
0 (0 stars)
0
abiolataiwo2015 1 year ago
719 response - 0 helps

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.

Learn more about return here:https://brainacademy.pro/question/20383546

#SPJ1

Still have questions?