Fama and French's Research Indicate That Which of the Following

Multiple Choice

Fama and French's research indicate that which of the following factors should be considered to understand the expected return for an asset. I) market capitalization
II) beta
III) book to market ratio
IV) earnings growth

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