fama french model

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Second factor in Fama French three factor model is the

Second factor in Fama French three factor model is the
  • A. size of industry
  • B. size of market
  • C. size of company
  • D. size of portfolio
  • Correct Answer: Option C

High portfolio return is 6.5% and low portfolio return is 3.0% then HML portfolio will be

High portfolio return is 6.5% and low portfolio return is 3.0% then HML portfolio will be
  • A. 2.16%
  • B. 9.50%
  • C. 3.50%
  • D. 0.4615 times
  • Correct Answer: Option C