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Number 2 Only! 1) The figure shows the performance of a 1 Dollar invested in 6 different portfolios generated depending on Fama-French factors. What are

Number 2 Only!

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1) The figure shows the performance of a 1 Dollar invested in 6 different portfolios generated depending on Fama-French factors. What are the FAMA-FRENCH models' three factors which explain the excess return of stocks? 2) The portfolio which has the best performance (green) should be ........ in terms of market capitalization and ............ in terms of book to market value. And the portfolio which has the worst performance (dark blue) should be .........in terms of market capitalization and ............ in terms of book to market value. Please fill the blanks with the following words. Small High Big Low 1) The figure shows the performance of a 1 Dollar invested in 6 different portfolios generated depending on Fama-French factors. What are the FAMA-FRENCH models' three factors which explain the excess return of stocks? 2) The portfolio which has the best performance (green) should be ........ in terms of market capitalization and ............ in terms of book to market value. And the portfolio which has the worst performance (dark blue) should be .........in terms of market capitalization and ............ in terms of book to market value. Please fill the blanks with the following words. Small High Big Low

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