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Portfolio Management
Portfolio Management
Medium
A fund manager's regression results show factor loadings of 1.10 on the market, +0.35 on SMB, and -0.50 on HML in the Fama-French 3-factor model. This fund is best described as having exposure to:
A
Large-cap growth stocks with high market sensitivity
B
Small-cap value stocks with moderate market sensitivity
C
Small-cap growth stocks with high market sensitivity
D
Large-cap value stocks with low market sensitivity
Select an answer to continue
Tags
#fama-french
#smb
#hml
#factor-loadings
#style-analysis
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