Find which the fama french three factor model

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Problem 1: The Fama French three factor model

a. States that large companies out-perform small companies.

b. Claims that the three factors affecting asset prices are GDP growth, interest rates and the exchange rate.

c. Has the market beta as its first and major factor.

d. Has momentum as one of its factors.

e. A and C only.

Reference no: EM132967989

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