30:01 ? Z Which one of the following combinations will tend to produce the highest rate of return according to the Fama-French three-factor model? Assume beta is constant in all cases. 2 Multiple Choice O W S X H command small market capitalization and high book-to-market ratio small market capitalization and a low book-to-market ratio small market capitalization and a book-to-market ratio of 1.0 large market capitalization and low book-to-market ratio large market capitalization and high book-to-market ratio #3 3 Q E D $ 4 C God has R F % 5 V T < Prev G 6 12 of 50 www MacBook Pin B Y H & 7 U N Next > * 00 8 J 1 M ( 9 K O ) 0 L P T I command option { -- + 11