Multiple Choice
The Fama-French three-factor model of expected returns includes the following three factors:
A) the market risk premium,the size of firms and the risk free rate.
B) the risk free rate,the market risk premium and price earnings ratios.
C) the market risk premium,the size of firms and book-to-market ratios.
D) the market risk premium,the risk free rate and book-to-market ratios.
Correct Answer:
Verified
Correct Answer:
Verified
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