Multiple Choice
The Fama-French three-factor model is based on
A) Standard deviation, beta and expected return
B) The risk-free rate, beta and the market risk premium
C) Company size, company industry and standard deviation
D) P/E ratio, beta and book-to-market ratios
E) Beta, company size and book-to-market ratios
Correct Answer:
Verified
Correct Answer:
Verified
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