Question: Please Help!!!!! 1. Which model would suggest the momentum effect is against market efficiency? (2) A. CAPM B. Fama-French three-factor world C. Both models D.

Please Help!!!!!

Please Help!!!!! 1. Which model would suggest the momentum effect is against

market efficiency? (2) A. CAPM B. Fama-French three-factor world C. Both models

1. Which model would suggest the momentum effect is against market efficiency? (2) A. CAPM B. Fama-French three-factor world C. Both models D. No models 2. Suppose Momentum can generate alpha in a model. It is against which form of market efficiency? (2) A. Strong Form B. Semi-strong Form C. Weak Form D. All three forms 3. If one strictly follows a momentum strategy by buying winners and sell losers, can one make money in a market when every stock is losing money such as during the crisis? (2) A. Yes. B. No

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