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

Question 14

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 above

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