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Which of the following is true about the Fama-French Small-Minus-Big portfolio, HML? Select one: A. The portfolio is a strategy that attempts to buy stocks

Which of the following is true about the Fama-French Small-Minus-Big portfolio, HML?

Select one:

A. The portfolio is a strategy that attempts to buy stocks at low prices and sell them at high prices.

B. The portfolio is a strategy that attempts to buy stocks with low market cap and sell stocks with high market cap.

C. The portfolio is a strategy that attempts to buy stocks with low market to book ratio and sell them with high market to book ratio.

D. None of above.

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