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Suppose you estimate the Fama-French 3-Factor model for a stock. A positive coefficient on the HML factor would suggest that the returns of the stock
Suppose you estimate the Fama-French 3-Factor model for a stock. A positive coefficient on the HML factor would suggest that the returns of the stock move with the returns of what type of firm? O Value firm O High debt firm O High risk firm O High market capitalization firm O Low debt firm O Growth firm
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Financial Risk Manager Handbook
Authors: Philippe Jorion, Global Association Of Risk Professionals
5th Edition
0470479612, 978-0470479612
