CFA Practice Question

There are 57 practice questions for this study session.

CFA Practice Question

The neutral value for both the size and value betas in the Fama-French model is:
A. 1
B. 0
C. -1
Explanation: The neutral value is 1 for the market beta.

User Contributed Comments 1

User Comment
AG09429 The explanation says: The neutral value is 1 for the market beta. I chose A, where the market beta is 1, the answer is B where it is 0. A mistake by me?
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