Suppose that dRm,t is the market return over the interval [t, t + dt), dRSMB,t is the return on the SMB portfolio (the size-based portfolio from the Fama-French 3 factor model) over the interval [t, t+ dt), dRWML,: is the return on the HML portfolio (the value-growth based portfolio from the Fama-French 3 factor model) over the interval [t, t + dt). Which one of the following expressions correctly describes the SDF (stochastic discount factor) A if the Fama-French 3-factor model is true? A At Int = -redt-(dRm.t-Et [dRm,])-(dRSMB,t-Et [dRSMB,t])-(dRHML,t-Et [dRHML,]) B dat = redt-(dRm.t-Et(dRm.:])-(dRSMB,t-Et (dRSMB,t])-(dRHML,t-Et[dRHML.]) C dat =-redt-(dRm.t-Et[dRm.:])-(dRSMB,+ +Et [dRSMB,t])-(dRHML,t- Et [dRHML,]) D dat =-redt-(dR2 -Et [dRm.+])-(dRSMB,t-Et [dRSMB,t])-(dRHML,t-Et [dRHML,]) At E dot = -(dR, - EdRm. . ]) -(dRSMB,t - Et [dRSMB,t]) - (dRHML,t - EdRHML.])