5) List the 3 stocks with the greatest Value factor. 6) List the 3 stocks with the greatest Momentum factor. 7) List the 3 stocks with the greatest Alpha. 8) Which Risk Factor(s) make the most sense to you for building a portfolio strategy? Select 1 or 2 and explain why. Equity Assets Annual Alph 11 3. 0 15 Weight Rm-R (RM-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 10.00N 0.73 8.01 Enphase Energy, Inc. 10.00 1.08 1.42 Teula Inc 10.00 2.00 4.57 Builders 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 2021 SMB 0.08 0.60 -0.09 0.25 0.62 0.50 1.36 0.05 0.53 0.09 0.31 (SMD) 0.34 405 -0.45 1.05 3.55 -5.86 1.21 0.00 0.95 0.72 -1.54 HML -0.09 -0.04 0.00 0.18 -0.24 0.15 -0.95 0.84 -0.01 0.93 -0.04 HML) 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 t() -1.32 -0.86 -1.36 2.21 0.20 0.13 037 0.25 -1.47 -0.81 0.70 63 27 14 -12 2