Question: which statement is false? Which statement is false? O A. Carhart 4 factor model extends the Fama-French 3 factor model with an additional factor called

which statement is false? which statement is false? Which statement is false? O A. Carhart 4

Which statement is false? O A. Carhart 4 factor model extends the Fama-French 3 factor model with an additional factor called momentum B. None of the statements are false. C. Fama-French 5 factor model adds two more factors to the Fama-French 3 factors, namely, profitability and investment factors. D. Multi-factor models are attractive because, unlike CAPM, they are solidly grounded in theory O E Fome-French 3 factor model show that two classes of stocks tonded to outperform the market as a whole

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