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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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