Question: We might expect value stocks to have higher average returns than growth stocks, because value stocks: A. have lower market beta B. have lower idiosyncratic

We might expect value stocks to have higher average returns than growth stocks, because value stocks:

A. have lower market beta

B. have lower idiosyncratic risk

C. are large stocks

D. have lower price-to-book ratios, which could be caused by financial distress

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