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Which of the following are the two other systematic risk factors in the Fama-French three-factor model besides the market risk factor? I. Book-to-market ratio II.
Which of the following are the two other systematic risk factors in the Fama-French three-factor model besides the market risk factor?
I. Book-to-market ratio
II. Unexpected change in industrial production
III. Firm size
IV. Firm profitability
a.) I and II
b.) I and III
c.) II and III
d.) I and IV
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