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Use the Equation for the Question(s)below

question 2

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Use the equation for the question(s) below.Consider the following factor specification:
E[Rs] - rf = Use the equation for the question(s) below.Consider the following factor specification: E[Rs] - rf =   (E[RMkt] - rf) +   E[RSMB] +   E[RHML] +   E[RPR1 YR] -The term   measures the sensitivity of the securities' returns to: A) size. B) book-to-market. C) momentum. D) the overall market. (E[RMkt] - rf) + Use the equation for the question(s) below.Consider the following factor specification: E[Rs] - rf =   (E[RMkt] - rf) +   E[RSMB] +   E[RHML] +   E[RPR1 YR] -The term   measures the sensitivity of the securities' returns to: A) size. B) book-to-market. C) momentum. D) the overall market. E[RSMB] + Use the equation for the question(s) below.Consider the following factor specification: E[Rs] - rf =   (E[RMkt] - rf) +   E[RSMB] +   E[RHML] +   E[RPR1 YR] -The term   measures the sensitivity of the securities' returns to: A) size. B) book-to-market. C) momentum. D) the overall market. E[RHML] + Use the equation for the question(s) below.Consider the following factor specification: E[Rs] - rf =   (E[RMkt] - rf) +   E[RSMB] +   E[RHML] +   E[RPR1 YR] -The term   measures the sensitivity of the securities' returns to: A) size. B) book-to-market. C) momentum. D) the overall market. E[RPR1 YR]
-The term Use the equation for the question(s) below.Consider the following factor specification: E[Rs] - rf =   (E[RMkt] - rf) +   E[RSMB] +   E[RHML] +   E[RPR1 YR] -The term   measures the sensitivity of the securities' returns to: A) size. B) book-to-market. C) momentum. D) the overall market. measures the sensitivity of the securities' returns to:


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