essment i V Multiple Choice X 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 consta in all cases. # 3 large market capitalization and high book-to-market ratio La... large market capitalization and low book-to-market ratio small market capitalization and high book-to-market ratio small market capitalization and a book-to-market ratio of 1.0 * $ 4 E IDE C][ R F % 5 V T A- G Search 6 17 4+ Y & H 7 fe B N < Prev IAA U * PRE Saved 8 25 of 25 19 Dil hp T Al M ( f10 9 K H ADI A Next > f11 112 P J prt sc = G 1 pause Help delete backspace Save & home num lock enter T shift