Which of the Following Factors Were Used by Fama and French

question 64

Multiple Choice

Which of the following factors were used by Fama and French in their multi-factor model?

• A)Return on the market index.
• B)Excess return of small stocks over large stocks.
• C)Excess return of high book-to-market stocks over low book-to-market stocks.
• D)All of the above factors were included in their model.
• E)None of the above factors were included in their model.

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