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Which of the Following Is Included in the Fama-French Three-Factor

Question 2

Multiple Choice

Which of the following is included in the Fama-French Three-Factor Model?
I.market factor;
II.liquidity factor;
III.book-to-market factor;
IV.size factor


A) I and II only
B) I,II,and IV
C) I,II,and III
D) I,III,and IV

Correct Answer:

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