NO.PZ2023101902000002
问题如下：
An analyst is building a pricing model for company T according to Fama-French three factors Model. Based on current information, the market value of company T is less than the book value. And the market capitalization of T is over 10 billion. How should the analyst define the beta of this model’s size factor and style factor?
选项：
A.negative size beta; positive style beta
B.negative size beta; negative style beta
C.positive size beta; positive style beta
D.positive size beta; negative style beta
解释：
Company’s market value is less than the book value, we know that company T is a value stock, and its style factor should be positive. And its market capitalization is over 10 billion, which indicating that the company is a large company, its size factor should be negative.怎么看value stock
