CAS Exam 9 Practice Questions - CAS Exam 9 Financial Risk And Rate Of Return Exam

The Fama-French three-factor model adds which two factors to the CAPM market factor?

Momentum (UMD) and profitability (RMW) Size (SMB) and value (HML) Investment (CMA) and quality (QMJ) Liquidity (LIQ) and volatility (BAB)

Correct Answer:

Size (SMB) and value (HML)

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