1. Tor F: The standard deviation of a portfolio is equal to the weighted average standard deviation of the portfolio's contents. 2. Tor F: Value stocks have returned more than growth stocks in the period since 1927 3. Tor F: In theory, the Sharpe ratio of a complete portfolio depends on the weight on the risky basket 4. Tor F: The Efficient Market Hypothesis relies on everybody understanding how to correctly value assets. 5. Tor F: No evidence of arbitrage implies prices are reflecting fundamental values. 6. Tor F: MOM is part of the Fama French 5-factor model. 7. Tor F: HML is sometimes correlated with CMA or RMW