Question: Please answer the foloowing questions with the correct answer & explanation? True or False Question #1 Farma and French argued a Small-Minus-Big factors portfolio mimics

Please answer the foloowing questions with the correct answer & explanation? True or False

Question #1

Farma and French argued a Small-Minus-Big factors portfolio mimics the macroeconomic risk factor by capturing the effect of business cycle because bigger stocks are more sensitive to business conditions.

True or False?

Question #2

Stocks with strong past performance over the past 2-12 months continue outperforming stocks with a poor past performance by about 1% per month .

True or False?

Question #3

The empirical evidence generally rejects the semi-strong form of market efficiency.

True or False?

Question #4

An option buyer collects the option premium

True or False?

Question #5

In a strong form efficient market, investors were not compensate for bearing risk because information of any kind, public or private, is an instantaneously impounded into prices

True or False?

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