Question: Suppose that the Fama-French 3-factor model describes security returns, that is E[ril-rs b; E [m ry] + s; E[SM B] + h; E[HML] Apple (AAPL)

Suppose that the Fama-French 3-factor model describes security returns, that is E[ril-rs b; E [m ry] + s; E[SM B] + h; E[HML] Apple (AAPL) is in the top decile (10%) of US stocks in terms of market capitalization and book-to-market ratio. What would you expect for the sign of SAAPL? O Positive O Negative

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