可以把三个答案的解析再讲一下吗 谢谢！

NO.PZ202207040100000406 问题如下 Whiof Shaw’s comments about the MFC Value Funin Exhibit 1 is most accurate? The comment concerning: A.alph B.small-ctilt. C.value being out of favor. B is correct. Shaw’s comment about a small-ctilt is correct. Aitionexposure to smaller firms resultein a positive performanof 0.02% for the Size factor.A is incorrect. Alpha is finehere to inclu performanunexplainethe factors anmatches thof the benchmark.C is incorrect. Although the value style es appeto out of favor shown the lower return ththof the market (0.66% versus 0.71%), the Value factor ha positive contribution to the return (0.08%). 不是portfolio-benchmark=0.03吗？那是啥？请详解

NO.PZ202207040100000406问题如下 Whiof Shaw’s comments about the MFC Value Funin Exhibit 1 is most accurate? The comment concerning: A.alpha.B.small-ctilt.C.value being out of favor. B is correct. Shaw’s comment about a small-ctilt is correct. Aitionexposure to smaller firms resultein a positive performanof 0.02% for the Size factor.A is incorrect. Alpha is finehere to inclu performanunexplainethe factors anmatches thof the benchmark.C is incorrect. Although the value style es appeto out of favor shown the lower return ththof the market (0.66% versus 0.71%), the Value factor ha positive contribution to the return (0.08%). 如问，请老师，谢谢🙏

NO.PZ202207040100000406 问题如下 Whiof Shaw’s comments about the MFC Value Funin Exhibit 1 is most accurate? The comment concerning: A.alph B.small-ctilt. C.value being out of favor. B is correct. Shaw’s comment about a small-ctilt is correct. Aitionexposure to smaller firms resultein a positive performanof 0.02% for the Size factor.A is incorrect. Alpha is finehere to inclu performanunexplainethe factors anmatches thof the benchmark.C is incorrect. Although the value style es appeto out of favor shown the lower return ththof the market (0.66% versus 0.71%), the Value factor ha positive contribution to the return (0.08%). A is incorrect. Alpha is finehere to inclu performanunexplainethe factors anmatches thof the benchmark.【alpha一般不是指porfolio return 超出benchmark 的部分么？原来的表述没有错，怎么理解这里的解析？】C is incorrect. Although the value style es appeto out of favor shown the lower return ththof the market (0.66% versus 0.71%), the Value factor ha positive contribution to the return (0.08%).【这里对比的数据都是用russle benchmark 那栏数据，和market那栏数据，没有用value fun 这里怎么理解呢？】

NO.PZ202207040100000406 问题如下 Whiof Shaw’s comments about the MFC Value Funin Exhibit 1 is most accurate? The comment concerning: A.alph B.small-ctilt. C.value being out of favor. B is correct. Shaw’s comment about a small-ctilt is correct. Aitionexposure to smaller firms resultein a positive performanof 0.02% for the Size factor.A is incorrect. Alpha is finehere to inclu performanunexplainethe factors anmatches thof the benchmark.C is incorrect. Although the value style es appeto out of favor shown the lower return ththof the market (0.66% versus 0.71%), the Value factor ha positive contribution to the return (0.08%). 表格里的Inx后面明明加着一个benchmark凭什么就说它不是benchmark啊？