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The following table provides the results from estimating the Fama-French 4-factor model: Intercept Mkt-RF SMB HML MOM Coefficients 0.29% 0.207 0.062 0.181 -0.007 What is
The following table provides the results from estimating the Fama-French 4-factor model: Intercept Mkt-RF SMB HML MOM Coefficients 0.29% 0.207 0.062 0.181 -0.007 What is the benchmark portfolio of the hedge fund? This question is split into several parts, because only one answer can be given per question. To answer this question, what is specifying the weight invested in a portfolio of growth stocks (e.g., high P/B). The answer should be given in decimal form with three decimals. For example, write 0.105 instead of 10.5 or 10.5 % when the correct answer is 10.5 %. The following table provides the results from estimating the Fama-French 4-factor model: Intercept Mkt-RF SMB HML MOM Coefficients 0.29% 0.207 0.062 0.181 -0.007 What is the benchmark portfolio of the hedge fund? This question is split into several parts, because only one answer can be given per question. To answer this question, what is specifying the weight invested in a portfolio of growth stocks (e.g., high P/B). The answer should be given in decimal form with three decimals. For example, write 0.105 instead of 10.5 or 10.5 % when the correct answer is 10.5 %
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