with regard to market anomalies, which of the following statement are correct

With regard to market anomalies, which of the following statements are correct? I Fama-French incorporate the small-firm and P/E effect into their three-factor pricing model Il "Value" firms (high B/M) tend to have higher returns than "growth" (low B/M) firms Ill The momentum effect is a violation of weak-form efficiency IV According to the small-firm effect, large firms outperform small firms. Select one: O a. I, II and Ill O b. Il, Ill and IV O c. ll and Ill O d. I and IV O e. Ill only