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The terms SMB and HML in the Fama-French-Carhart model capture the _______ and the _______ respectively. A. market cap; momentum B. momentum; market cap C.

The terms SMB and HML in the Fama-French-Carhart model capture the _______ and the _______ respectively.

  • A. market cap; momentum
  • B. momentum; market cap
  • C. market cap; value
  • D. value; market cap

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