Fama French Model MCQs & Quiz Online PDF Book Download

Fama french model MCQs, fama french model quiz answers pdf to study online finance degree course. Learn portfolio theory and asset pricing models Multiple Choice Questions and Answers (MCQs), "fama french model" quiz questions and answers for business management degree online. Learn beta coefficient in finance, theory of risk and return, choosing optimal portfolio, calculating beta coefficient test prep for online courses for business management degree.

"The second factor in the Fama French three factor model is the" Multiple Choice Questions (MCQ) on fama french model with choices size of industry, size of market, size of company, and size of portfolio for business management degree online. Practice merit scholarships assessment test, online learning fama french model quiz questions for competitive in business majors for online BS business administration.

MCQs on Fama French Model PDF Book Download

MCQ: The second factor in the Fama French three factor model is the

  1. size of industry
  2. size of market
  3. size of company
  4. size of portfolio

C

MCQ: The stock portfolio with the highest book to market ratios is considered as

  1. H portfolio
  2. L portfolio
  3. S portfolio
  4. B to M portfolio

A

MCQ: The high portfolio return is 6.5% and the low portfolio return is 3.0% then the HML portfolio will be

  1. 0.0216
  2. 0.095
  3. 0.035
  4. 0.4615 times

C

MCQ: The stocks which has lower book for market ratio are considered as

  1. optimistic
  2. more risky
  3. less risky
  4. pessimistic

C

MCQ: The stock issued by company have higher rate of return because of

  1. low market to book ratio
  2. high book to market ratio
  3. high market to book ratio
  4. low book to market ratio

B