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Which one of the following is NOT a factor in the Fama-French 3-factor model? A. momentum B. Book-to-market C. Market capitalization D. Market Will rate,

Which one of the following is NOT a factor in the Fama-French 3-factor model?

A. momentum

B. Book-to-market

C. Market capitalization

D. Market

Will rate, please give explaination, thank you

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