3/5/24, 10:07 PM IPM Midterm Quiz 1: Chapter 9

IPM Midterm Quiz 1: Chapter 9

Total points 10/10

Choose the best answer of the following questions provided below:

NAME: [Surname, First Name, MI] *

Beraquit, Loreine S.

An empirical version of the APT where the investor chooses the 1/1

exact number and identity of the common risk factors used to

describe an asset’s risk-return relationship.

Arbitrage Pricing Theory

Multifactor Theory

Capital Asset Pricing Model

Other:

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3/5/24, 10:07 PM IPM Midterm Quiz 1: Chapter 9

A theory that posits that the expected return to a financial asset 1/1

can be described by its relationship with several common risk

factors.

Arbitrage Pricing Theory

Multifactor Theory

Capital Asset Pricing Model

Other:

The increase over the nominal risk-free rate that investors demand 1/1

as compensation for an investment’s uncertainty.

Risk Factor

Risk Averse

Risk Premium

Other:

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3/5/24, 10:07 PM IPM Midterm Quiz 1: Chapter 9

Choose the 3 main types of multi-factor models: 3/3

Macroeconomic Factor Model

Arbitrage Pricing Models

Fundamental Factor Models

Capital Asset Pricing Models

Statistical Factor Models

Other:

A portfolio strategy in which you acquire stocks that have enjoyed *1/1
above-market stock price increases.

Momentum

Price Momentum

Price

Other:

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3/5/24, 10:07 PM IPM Midterm Quiz 1: Chapter 9

Choose below all the Macroeconomic-Based Risk Factor Models: * 3/3

Confidence Risk

Time Horizon Risk

Inflation Risk

Business Cycle Risk

Market Timing Risk

Price Risk

Premium Risk

Political Risk

Other:

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3/5/24, 10:07 PM IPM Midterm Quiz 1: Chapter 9

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