Fama and French,in their 1992 study,found that
A) firm size had better explanatory power than beta in describing portfolio returns.
B) beta had better explanatory power than firm size in describing portfolio returns.
C) beta had better explanatory power than book-to-market ratios in describing portfolio returns.
D) macroeconomic factors had better explanatory power than beta in describing portfolio returns.
E) none of these is true.
Correct Answer:
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