The Fama-French 3 factor model

A.

implies that growth stock is likely to have a higher expected return.

B.

gives a higher expected return than the CAPM.

C.

implies that a stock with a higher recent return is likely to have a higher expected return.

D.

implies that a stock with a lower ratio of book equity to market equity is likely to have a higher expected return.

E.

is empirically more accurate than CAPM.