Please help me solve this asap.thank you so so much

Question 20 (3.45 points ) Which one of the following combinations will tend to produce the lowest long - run rate of return according to the Carhart four-factor model ? Assume beta is constant in all cases small market capit alization and a low book - to - market ratio , positive momentum small market capitalization , a book - to - market ratio of 1 0 positive momentum a small market capit alization , high book - to - market ratio , negative momentum ha! ket ratio large market capitalization , low book - to - market ratio positive momentum large market capitalization , high book - to - market ratio , negative momentum Page 20 of 25 Previous Page Next Page