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Use the Equation for the Question(s) Below

question 48

Multiple Choice

Use the equation for the question(s) below.
Consider the following factor model:
E[Rs] - rf = Use the equation for the question(s)  below. Consider the following factor model: E[R<sub>s</sub>] - r<sub>f</sub> =   (E[R<sub>Mkt</sub>] - r<sub>f</sub>)  +   E[R<sub>SMB</sub>] +   E[R<sub>HML</sub>] +   E[RPR1 YR] -The term   measures the sensitivity of the securities' returns to A)  the overall market. B)  book-to-market. C)  size. D)  momentum. (E[RMkt] - rf) + Use the equation for the question(s)  below. Consider the following factor model: E[R<sub>s</sub>] - r<sub>f</sub> =   (E[R<sub>Mkt</sub>] - r<sub>f</sub>)  +   E[R<sub>SMB</sub>] +   E[R<sub>HML</sub>] +   E[RPR1 YR] -The term   measures the sensitivity of the securities' returns to A)  the overall market. B)  book-to-market. C)  size. D)  momentum. E[RSMB] + Use the equation for the question(s)  below. Consider the following factor model: E[R<sub>s</sub>] - r<sub>f</sub> =   (E[R<sub>Mkt</sub>] - r<sub>f</sub>)  +   E[R<sub>SMB</sub>] +   E[R<sub>HML</sub>] +   E[RPR1 YR] -The term   measures the sensitivity of the securities' returns to A)  the overall market. B)  book-to-market. C)  size. D)  momentum. E[RHML] + Use the equation for the question(s)  below. Consider the following factor model: E[R<sub>s</sub>] - r<sub>f</sub> =   (E[R<sub>Mkt</sub>] - r<sub>f</sub>)  +   E[R<sub>SMB</sub>] +   E[R<sub>HML</sub>] +   E[RPR1 YR] -The term   measures the sensitivity of the securities' returns to A)  the overall market. B)  book-to-market. C)  size. D)  momentum. E[RPR1 YR]
-The term Use the equation for the question(s)  below. Consider the following factor model: E[R<sub>s</sub>] - r<sub>f</sub> =   (E[R<sub>Mkt</sub>] - r<sub>f</sub>)  +   E[R<sub>SMB</sub>] +   E[R<sub>HML</sub>] +   E[RPR1 YR] -The term   measures the sensitivity of the securities' returns to A)  the overall market. B)  book-to-market. C)  size. D)  momentum. measures the sensitivity of the securities' returns to


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