Login
Input
Output
Evaluation Input Image

Consider a three-factor APT model. The factors and associated risk premiums are <image 1>. Calculate expected rates of return on the following stock: A stock with average exposure to each factor (i.e., with b = 1 for each). The risk-free interest rate is 7%.



(A) 5%


(B) 7%


(C) 13%


(D) 15.5%


Answer with the option's letter from the given choices directly. No punctuation.


Google: Gemini Pro Vision 1.0
mmmu / FinancePublic

C


Difficulty: Medium

Subfield: Corporate Finance

Evaluation

Evaluation ID
91dd670f-9d41-4e4b-a550-a20bd5b1c20e
Created
February 21, 2024
Raw Output
{
  "id": "gen-VsOX0IxehUKHUdOuNwLtyHCy5bcv",
  "model": "google/gemini-pro-vision",
  "choices": [
    {
      "message": {
        "role": "assistant",
        "content": " C"
      },
      "finish_reason": "STOP"
    }
  ],
  "object": "chat.completion",
  "created": 1708561991,
  "usage": {
    "prompt_tokens": 1480,
    "completion_tokens": 4,
    "total_tokens": 1484
  }
}