U Question 13 1 pts Which of the following factors is omitted from Fama and French's 5-Factor model of risk and return? O The momentum factor. The capital investment factor. The value firm factor. The small firm factor. O The book equity factor. Question 14 1 pts A year ago, you purchased a 5-year bond, paying fixed annual coupons at a rate 5%pa. At the time you purchased the bond, the yield to maturity was 5%pa. If you sold the bond after receiving the first interest payment and the bond's yield to maturity had changed to 4%, your annual total rate of return on holding the bond for that year would have been approximately O 8.6% 9.5% 4.8% O 7.6% O 8.1% Prouinc Mart Question 15 1 pts The use of modified duration as a predictor of the impact of changes in market yields on the market value of bond portfolios I. underestimates the % increase in bond prices when yields fall. II. underestimates the % decrease in bond prices when yields rise. III. overestimates the % increase in bond prices when yields fall. IV. overestimates the % decrease in bond prices when yield rise. Oll and Ill only. O I and III only. I and IV only. O II and IV only. OIV only