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( ii ) Which one of the following combinations will tend to produce the highest rate of return according to the Fama - French three
ii Which one of the following combinations will tend to produce the highest rate of return according to the FamaFrench threefactor model? Assume beta is constant in all cases.
A large market capitalization and high booktomarket ratio
B large market capitalization and low booktomarket ratio
C small market capitalization and high booktomarket ratio
D small market capitalization and a booktomarket ratio of
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