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Question 3 (2 points) Assuming the Three factors model is correct. Which of the following are true? A portfolio that held growth stocks from 1960-2000

Question 3 (2 points) Assuming the Three factors model is correct. Which of the following are true? A portfolio that held growth stocks from 1960-2000 can earn a positive CAPM alpha A portfolio that held small stocks from 1960-2000 can earn a positive CAPM alpha A portfolio manager than generated a 5\% CAPM alpha must be a skillful one Growth stocks must have higher market beta than value stocks

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