Question: The Fama-French Three Factor Model was based on the fact that the beta coefficient did not reflect the complete history of risk, since there were

The Fama-French Three Factor Model was based on the fact that the beta coefficient did not reflect the complete history of risk, since there were other factors that affect the returns of financial assets such as the size effect of the firm and:

a. the momentum effect

b. the effect of capital structure

c. the effect of the value of the firm measured by the book-to-market ratio

d. the effect of dividends

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