Your analyst has convinced you that ZZZ should be evaluated using the Fama-French- Carhart four factor model. The regression results are as follows: ER = RFR + (Market Return) +1.3*(HML) 0.8*(SMB) 0.1(WML) Which of the following statements is TRUE?

A. ZZZ has above average exposure to the market factor

B. ZZZ has strong exposure to the growth factor

C. ZZZ has strong exposure to the momentum factor

D. ZZZ is likely a large-capitalization stock

E. None of the above