Multiple Choice
Haugen and Lakonishok (1988) seek to replicate the trading strategy in the USA by:
A) taking a short position in a small firm index and a short position in the S&P 500 index
B) taking a short position in a large firm index and a long position in the S&P 500 index
C) taking a long position in a small firm index and a short position in the S&P 500 index
D) taking a short position in a large firm index and a short position in the NASDAQ index
Correct Answer:
Verified
Correct Answer:
Verified
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