Multiple Choice
The Fama-French three factor model predicts the expected return on a portfolio increases:
A) linearly with its factor loading of the size factor.
B) linearly with its factor loading of the volume.
C) exponentially with its factor loading of the size factor.
D) exponentially with its factor loading of the volume factor.
E) None of the above.
Correct Answer:
Verified
Correct Answer:
Verified
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