Which of the Following Correctly Identifies the Factors Included in the Fama-French

question 41

Multiple Choice

Which of the following correctly identifies the factors included in the Fama-French three-factor model?

• A)standard deviation, beta, and company size
• B)the risk-free rate, beta, and the market risk premium
• C)company size, company industry, and beta
• D)price-earnings ratios, beta, and book-to-market ratios
• E)beta, company size, and book-to-market ratios

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