Style Portfolios Are Characterized By

Multiple Choice

Style portfolios are characterized by:

A) their equity attributes; P/Es less than the market P/E are value funds.
B) their systematic factors,higher systematic factors are benchmark portfolios.
C) their equity attributes; higher equity attribute factors are benchmark portfolios.
D) their systematic factors,P/Es greater than the market are value portfolios.
E) There is no difference between systematic factors and equity attributes.