Which statements are true of the SMB factor? Select one or more: a. It is thought to be a measure of systematic risk b.

[answerhappygod]

Which statements are true of the SMB factor?
Select one or more:
a.
It is thought to be a measure of systematic risk
b.
It is computed by taking the return spread of two tertiles of
sorted stocks
c.
It is derived mathematically from first axiomatic principles and
a set of assumptions about markets and investors
d.
It has proven in empirical analysis to be a useful factor in
explaining the cross-sectional variation of stock returns
e.
It is thought to be a possible measure of firm growth
options
f.
It is thought to be a measure of the relative risks associated
for being a low capital stock