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Asset Return Diversified portfolio of small firms 10.3% Diversified portfolio of large firms 9.8% Diversified portfolio of high BTM firms 9.4% Diversified portfolio of low

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Asset Return Diversified portfolio of small firms 10.3% Diversified portfolio of large firms 9.8% Diversified portfolio of high BTM firms 9.4% Diversified portfolio of low BTM firms 8.9% S&P 500 index fund 9.9% Riskless debt 2.2% 3A. What is the value of the Fama-French market factor? (5 points) 3B. What is the value of the Fama-French SMB factor? (5 points) 3C. What is the value of the Fama-French HML factor? (5 points)

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