Consider the one-factor APT.The standard deviation of returns on a well-diversified portfolio is 22%.The standard deviation on the factor portfolio is 14%.The beta of the well-diversified portfolio is approximately __________.
A)0.80
B)1.13
C)1.25
D)1.57
E)none of the above

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The Answer of Consider the one-factor APT.The standard deviation of returns on a well-diversified portfolio is 22%.The standard deviation on the factor portfolio is 14%.The beta of the well-diversified portfolio is approximately __________.
A)0.80
B)1.13
C)1.25
D)1.57
E)none of the above

Consider the One-Factor APT