1) In general terms, what is a "factor?" 2) In general terms, define the Market, Size, Value and Momentum Factor. 3) Which Risk Factor (Market, Size, Value or Momentum) is the most dominant contributor to this portfolio's historical performance? 4) List the 3 stocks with the greatest Size factor. Equity Assets Annual Alph 11 3. 0 0 0.18 15 Weight Rm-R (R-R) UNITED STATES 100.00% 1.29 8.54 Procter & Gamble Company 10.00 0.47 4.76 Walt Disney Company 10.00 1.11 7.79 Caterpillar, Inc. 10.00 0.79 4.98 Microsoft Corporation 10.00 1.05 8.84 Coca Cola Company 10.00% 0.73 8.01 Enphase Energy.in. 10.00 1.08 1.42 Teula Inc 10.00 2.00 4.57 Buliders FirstSource Inc 10.00% 1.88 4.99 Antero Resources Corporation 10.00% 2.99 3.23 Pfizer, Inc. 10.00% 0.84 6.22 Factor regressions from November 2013 to October 2027 SMB 0.08 0.60 0.09 0.25 0.62 0.80 1.36 0.05 0.53 0.99 0.31 (SMB) HML 034 0,09 4.05 -0.04 0.45 0.00 1.05 3.55 0.24 -5.86 0.15 1.21 -0.95 0.08 -0.84 0.95 -0.01 0.72 0.93 -1.54 -0.04 ICHML) 0.42 0.32 0.00 0.84 -1.48 1.24 -0.93 -1.44 -0.02 0.75 -0.24 MOM -0.25 -0.11 -0.24 -0.44 0.03 -0.01 -0.35 0.13 -0.69 -0.94 0.12 (MOM) -1.32 -0.86 -1.36 -221 0.20 0.13 -0.37 0.25 -1.47 081 0.70 -1 63 27 14 -12 -2