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3. What does empirical evidence tell us about CAPMs performance? Please discuss its limitations. What are Fama-French factors? Please define them. 4. If a portfolio

3. What does empirical evidence tell us about CAPMs performance? Please discuss its limitations. What are Fama-French factors? Please define them.

4. If a portfolio manager has 80% of his investment in the automobile industry that involves companies such as GM, what is the style of his portfolio? Given the style discuss his portfolios exposure to financial distress risk.

5. Explain why predictability in risk premium may not necessarily constitute an evidence against the Efficient Market Hypothesis.

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