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Dovator [93]
3 years ago
13

The Fama-French 3 factor model contains... Group of answer choices market, momentum, and liquidity risk factors none of the answ

ers market, size, and momentum risk factors market, size, and volatility risk factors
Business
1 answer:
Setler [38]3 years ago
3 0

Complete Question:

The Fama-French 3 factor model contains

Group of answer choices

A. Market, Momentum and Liquidity Risk Factors

B. None of the answers

C. Market, Size and Momentum risk factors

D. Market, Size and Volatility Risk Factors

Answer:

Hence option is none of these.

Explanation:

The Fama French 3 Model contains following three factors:

  1. Size of Firms
  2. Book-to-Market Values which is Value Risk
  3. Excess Return on the Market which is Market Risk

It doesn't include Liquidity risk and Momentum risk factors.

Hence none of the option is correct so we will choose "None of the answers".

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