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The Fama and French Three-Factor Model Uses ___, ___, and ___

Question 41

Multiple Choice

The Fama and French three-factor model uses ___, ___, and ___ as factors.


A) industrial production; term spread; default spread
B) industrial production; inflation; default spread
C) firm size; book-to-market ratio; market index
D) firm size; book-to-market ratio; default spread
E) None of the options

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