A series of electric and magnetic properties of hexafluorobenzene have been calculated, including the electric dipole polarizability, magnetizability, electric quadrupole moment, and nonlinear mixed electric dipole-magnetic dipole-electric quadrupole hyperpolarizabilities needed to obtain estimates of the Kerr, Cotton-Mouton, Buckingham, Jones, and magnetoelectric birefringences in the vapor phase. Time-dependent density-functional theory was employed for the calculation of linear-, quadratic, and cubic response functions. A number of density functionals have been considered, along with Sadlej's triple-zeta basis set and the augmented correlation-consistent polarized valence double zeta and augmented correlation-consistent polarized valence triple zeta basis sets. Comparisons have been made with experiment where possible. The analysis of results allows for an assessment of the capability of time-dependent density-functional theory for high-order electromagnetic properties of an electron-rich system such as hexafluorobenzene.