Use the Equation for the Question(s) Below

question 8

Multiple Choice

Use the equation for the question(s) below.
Consider the following factor model:
E[R_s] - r_f = (E[R_Mkt] - r_f) + E[R_SMB] + E[R_HML] + E[RPR1 YR]
-The term measures the sensitivity of the securities returns to:

• A) size.
• B) book to market.
• C) momentum.
• D) the overall market.

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Definitions:

Calf Region

The posterior part of the lower leg, made up of the gastrocnemius and soleus muscles.

Caudal Vein

A vein located in the tail region of animals, especially noted in veterinary contexts, facilitating blood return from the tail.

Posterior Vena Cava

The large vein that carries deoxygenated blood from the lower and middle body into the heart.

Hepatic Portal Vein

The hepatic portal vein is a blood vessel that carries blood from the gastrointestinal tract and spleen to the liver, transporting nutrients and toxins for processing.