Which of the Following Statements Is False

question 33

Multiple Choice

Which of the following statements is false?

• A) Over the years since the discovery of the CAPM, it has become increasingly clear to researchers and practitioners alike that by forming portfolios based on market capitalization, book-to-market ratios, and past returns, one can construct trading strategies that have a positive alpha.
• B) Momentum trading strategy is to form portfolios based on market capitalization, book-to-market ratios, and past returns, and by doing so one can construct trading strategies that have a positive alpha.
• C) Over the years since the discovery of the CAPM, it has become increasingly clear to researchers and practitioners alike that by forming portfolios based on market capitalization, book-to-market ratios, and past returns, one can construct trading strategies that have a negative alpha.
• D) Over the years since the discovery of the CAPM, momentum trading strategy has been developed by forming portfolios based on market capitalization, book-to-market ratios, and past returns. By using such a strategy, one can construct trading strategies that have a positive alpha.

Understand how twin studies contribute to our knowledge of the genetic and environmental influences on personality.

Assess the role of birth order and other familial and social factors in personality development.

Explore how personal life and environmental factors influence biological and psychological traits.

Understand various pregnancy tests and procedures along with their descriptions and purposes.