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How do you construct a portfolio with positive HML beta (what type of stocks do you need to buy or sell)? Question 7 options: a)
How do you construct a portfolio with positive HML beta (what type of stocks do you need to buy or sell)? Question 7 options:
a) You over-weight (buy more) growth stocks and under-weight (buy less) value stocks.
b) You over-weight (buy more) large stocks and under-weight (buy less) small stocks.
c) You over-weight (buy more) value stocks and under-weight (buy less) growth stocks.
d) You over-weight (buy more) small stocks and under-weight (buy less) large stocks.
e) None of the above
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