CFA Practice Question

There are 57 practice questions for this study session.

CFA Practice Question

Based on the Fama-French model, which portfolio will likely to have the highest risk?
A. small cap and value stocks.
B. big cap and growth stocks.
C. small cap and growth stocks.
Explanation: The signs of the coefficients suggested that small cap and value portfolios have higher expected returns - and arguably higher expected risk - than those of large cap and growth portfolios.

User Contributed Comments 3

User Comment
somk OMG. arguably. this is one of the questions that make me have the impression that AN staff r cool ;)
birdperson ^^ written by an AN employee ;)
harrybay Fama-French is so wrong
You need to log in first to add your comment.