The Fama-French Three Factor Model Includes the Following Factors

Multiple Choice

The Fama-French three factor model includes the following factors:

A) beta, expected return on the market, risk free rate of interest, a size factor, and a value factor.
B) the market risk premium, a volume factor, and a size factor.
C) beta, expected return on the market, risk free rate of interest, a volume factor, and a value factor.
D) the yield on corporate bonds, a size factor, and a market factor.
E) None of the above.