The Fama and French (2015) five factor model a augments the popular Fama and French three factor model with a momentum factor and a liquidity factor b acknowledges that firms with higher expected book value growth or higher expected profit have a lower expected return c None of the options provided d is inspired by the Free Cash Flow Model

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The Fama and French (2015) five-factor model... a. augments the popular Fama and French three-factor model with a momentum factor and a liquidity factor. b.

The Fama and French (2015) five-factor model...

augments the popular Fama and French three-factor model with a momentum factor and a liquidity factor.

acknowledges that firms with higher expected book value growth or higher expected profit have a lower expected return.

None of the options provided.

is inspired by the Free Cash Flow Model.

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