Which of the Following Are the Factors for the Fama-French

question 63

Multiple Choice

Which of the following are the factors for the Fama-French model?

• A) The excess market return, a debt factor, and a book-to-market factor.
• B) The excess market return, a size factor, and a debt.
• C) A debt factor, a size factor, and a book-to-market factor.
• D) The excess market return, an industrial production factor, and a book-to-market factor.
• E) The excess market return, a size factor, and a book-to-market factor.