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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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