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Here is the famousFama-French model: r it - r Ft = a i + b i (r Mt - r Ft ) + s i

Here is the famousFama-French model: r_it- r_Ft= a_i+ b_i(r_Mt- r_Ft) + s_i[SMB_t] + h_i[HML_t] + e_it True or false: If a stock has a "h" coefficient that is positive, thisstock is likely a stock with a low book-to-market ratio.

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False

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