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need help on this one will give review ! Which statements are true of the SMB factor? Select one or more: a. It is thought
need help on this one will give review !
Which statements are true of the SMB factor? Select one or more: a. It is thought to be a possible measure of firm growth options b. It is computed by taking the return spread of two tertiles of sorted stocks c. It is derived mathematically from first axiomatic principles and a set of assumptions about markets and investors d. It is thought to be a measure of systematic risk e. It is thought to be a measure of the relative risks associated for being a low capital stock f. It has proven in empirical analysis to be a useful factor in explaining the cross-sectional variation of stock returns Step by Step Solution
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