Question: Suppose we run a factor regression for a stock fund to see which factors explain its return and get the following output: (a) Robustness Factor

Suppose we run a factor regression for a stock fund to see which factors explain its return and get the following output:

(a) Robustness Factor (RMW) and Excess-Market return (RM-RF)

(b) Value Factor (HML) and Conservative Factor (CMA)

(c) Size Factor (SMB) and Value Factor (HML)

(d) Conservative Factor (CMA) and Robustness Factor (RMW)

(e) There is no redundant factor

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