Problem 5. [4 pts] Here is some return information from Capital IQ on firms of various sizes and their price-to-book (value) ratios. Based on this information, what can you tell about the size and value style factors? Do you think that both (or just one) factor(s) are (is) significant? Explain. Stock Size P/BV Return (%) Ya Large High 3.5 Ne Large Low 7 Di Medium High 9 Zo Small Low 19 Te Medium Low 13 Gi Small High 14 Problem 5. [4 pts] Here is some return information from Capital IQ on firms of various sizes and their price-to-book (value) ratios. Based on this information, what can you tell about the size and value style factors? Do you think that both (or just one) factor(s) are (is) significant? Explain. Stock Size P/BV Return (%) Ya Large High 3.5 Ne Large Low 7 Di Medium High 9 Zo Small Low 19 Te Medium Low 13 Gi Small High 14