Fama French Model MCQs & Quiz Online PDF eBook Download

Fama french model multiple choice questions (MCQs), fama french model quiz answers for online finance degree programs. Portfolio theory and asset pricing models MCQs, fama french model quiz questions and answers for business management degree online. Learn fama french three factor model, beta coefficient in finance, theory of risk and return, choosing optimal portfolio, calculating beta coefficient, fama french model test prep for online courses for business management degree.

Learn portfolio theory and asset pricing models MCQ: second factor in fama french three factor model is the, 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 eBook Download

MCQ: Second factor in 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: Stock portfolio with highest book to market ratios is considered as

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

A

MCQ: High portfolio return is 6.5% and low portfolio return is 3.0% then HML portfolio will be

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

C

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

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

C

MCQ: 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