Which of the following are the factors for the Fama-French model? 1.The excess market return, a size factor, and a debt. 2.a. The excess market return, a size factor, and a book-to-market factor. 3.b. The excess market return, a debt factor, and a book-to-market factor. 4.d. A debt factor, a size factor, and a book-to-market factor. 5.e. The excess market return, an industrial production factor, and a book-to-market factor.

Fama fench model is advance method of capital assets price model in which there are more factors are…

Answered: Which of the following are the factors…

Intermediate Financial Management (MindTap Course List)

13th Edition

ISBN:9781337395083

Author:Eugene F. Brigham, Phillip R. Daves

Publisher:Eugene F. Brigham, Phillip R. Daves

Chapter11: Determining The Cost Of Capital

Section: Chapter Questions

Problem 3Q

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Which of the following are the factors for the Fama-French model?

	1.	The excess market return, a size factor, and a debt.
	2.	a. The excess market return, a size factor, and a book-to-market factor.
	3.	b. The excess market return, a debt factor, and a book-to-market factor.
	4.	d. A debt factor, a size factor, and a book-to-market factor.
	5.	e. The excess market return, an industrial production factor, and a book-to-market factor.

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