Consider the following factor model: E[R] - rf = b Mkt (E[RMkt] - rf) +...
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Consider the following factor model: E[R] - rf = b Mkt (E[RMkt] - rf) + b SMB E[R$MB] + b The term b O size. SMB measures the sensitivity of the securities returns to: book-to-market. momentum. HML E[RHML] the overall market. 
Consider the following factor model: E[Rs]rf=bsMkt(E[RMkt]rf)+bsSMBE[RSMB]+bsHMLE[RHML] The term bsSMB measures the sensitivity of the securities returns to: size. book-to-market. momentum. the overall market
Consider the following factor model: E[R] - rf = b Mkt (E[RMkt] - rf) + b SMB E[R$MB] + b The term b O size. SMB measures the sensitivity of the securities returns to: book-to-market. momentum. HML E[RHML] the overall market.
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