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Use the Equation for the Question(s) Below

Question 61

Multiple Choice

Use the equation for the question(s) below.
Consider the following factor model:
E[Rs] - rf = Use the equation for the question(s) below. Consider the following factor model: E[R<sub>s</sub>] - r<sub>f</sub> = (E[R<sub>Mkt</sub>] - r<sub>f</sub>) + E[R<sub>SMB</sub>] + E[R<sub>HML</sub>] + E[RPR1 YR] -The term measures the sensitivity of the securities returns to A) book to market. B) momentum. C) size. D) the overall market. (E[RMkt] - rf) + Use the equation for the question(s) below. Consider the following factor model: E[R<sub>s</sub>] - r<sub>f</sub> = (E[R<sub>Mkt</sub>] - r<sub>f</sub>) + E[R<sub>SMB</sub>] + E[R<sub>HML</sub>] + E[RPR1 YR] -The term measures the sensitivity of the securities returns to A) book to market. B) momentum. C) size. D) the overall market. E[RSMB] + Use the equation for the question(s) below. Consider the following factor model: E[R<sub>s</sub>] - r<sub>f</sub> = (E[R<sub>Mkt</sub>] - r<sub>f</sub>) + E[R<sub>SMB</sub>] + E[R<sub>HML</sub>] + E[RPR1 YR] -The term measures the sensitivity of the securities returns to A) book to market. B) momentum. C) size. D) the overall market. E[RHML] + Use the equation for the question(s) below. Consider the following factor model: E[R<sub>s</sub>] - r<sub>f</sub> = (E[R<sub>Mkt</sub>] - r<sub>f</sub>) + E[R<sub>SMB</sub>] + E[R<sub>HML</sub>] + E[RPR1 YR] -The term measures the sensitivity of the securities returns to A) book to market. B) momentum. C) size. D) the overall market. E[RPR1 YR]
-The term Use the equation for the question(s) below. Consider the following factor model: E[R<sub>s</sub>] - r<sub>f</sub> = (E[R<sub>Mkt</sub>] - r<sub>f</sub>) + E[R<sub>SMB</sub>] + E[R<sub>HML</sub>] + E[RPR1 YR] -The term measures the sensitivity of the securities returns to A) book to market. B) momentum. C) size. D) the overall market. measures the sensitivity of the securities returns to


A) book to market.
B) momentum.
C) size.
D) the overall market.

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