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Use the equation for the question(s) below. (09-Q12) Consider the following factor model: E[Rs] - rf= b(E[RMki] - r/) + b SMB E[RSMB] + b

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Use the equation for the question(s) below. (09-Q12) Consider the following factor model: E[Rs] - rf= b(E[RMki] - r/) + b SMB E[RSMB] + b HML E[RHML] + b PRI YR S S E[RPR1 YR] The term b Mkt measures the sensitivity of the security's returns to: A) size B) book-to-market C) momentum D) the overall market

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