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Fama and French suggest a three-factor model approach. Which of the following is NOT included in their approach? a. return differences between foreign stocks b.

Fama and French suggest a three-factor model approach. Which of the following is NOT included in their approach?

a.

return differences between foreign stocks

b.

return differences between industry characteristics

c.

return differences between value and growth stocks

d.

excess returns to a broad market index

e.

return differences between small-cap and large-cap portfolios

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