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The regression results for a mutual fund ABC is: alpha Market beta SMB beta HML beta value 0.02 1.2 0.8 -0.7 t-stat 1.43 3.1 2.5

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The regression results for a mutual fund ABC is: alpha Market beta SMB beta HML beta value 0.02 1.2 0.8 -0.7 t-stat 1.43 3.1 2.5 -3.2 This result shows that this fund tends to invest in large value firms. large growth firms. small value firms. small growth firms. None of the options are correct

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