Multiple Choice
Which of the following is NOT a risk premium incorporated in the Fama and French (1992) three-factor model of expected returns?
A) consumption premium
B) market premium
C) size premium
D) growth vs. value premium
Correct Answer:
Verified
Correct Answer:
Verified
Q30: The international capital asset pricing model (ICAPM)assumes:<br><br>A)
Q31: The most significant conceptual difference between the
Q31: <span class="ql-formula" data-value="\begin{array}{|l|l|l|l|}\hline \text { Factor }
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