问题如下图：
选项：
A. 
B. 
C. 
解释：
请问C不正确的原因是因为factor 就是multifator 里用的fundamental structural factor 吗
NO.PZ2018110601000021 问题如下 Which of the following statement regarng factor-baseasset allocation is least appropriate? Factors are typically baseon market premiums ananomalies A common wto construfactors is self-financing investment. Factors are typically fferent from the funmentor structurfactors used in multi-factor mols. C is correct 考点：factor-based asset allocation 解析：Fama-French三因素模型是典型的factor-baseasset allocation，既包含market premium，又包含size和book-to-market两个基本面因子（funmental factors/ anomalies）。构建这些因子的方法是self-financing investment，或者称作zero llar investment，例如：Size factor return=Small-cstoreturn−Large-cstoreturn。 请问C为什么不对呀？
NO.PZ2018110601000021 问题如下 Which of the following statement regarng factor-baseasset allocation is least appropriate? Factors are typically baseon market premiums ananomalies A common wto construfactors is self-financing investment. Factors are typically fferent from the funmentor structurfactors used in multi-factor mols. C is correct 考点：factor-based asset allocation 解析：Fama-French三因素模型是典型的factor-baseasset allocation，既包含market premium，又包含size和book-to-market两个基本面因子（funmental factors/ anomalies）。构建这些因子的方法是self-financing investment，或者称作zero llar investment，例如：Size factor return=Small-cstoreturn−Large-cstoreturn。 基础班哪里讲的这部分内容呀？可以截图一下吗？毫无印象
NO.PZ2018110601000021问题如下 Which of the following statement regarng factor-baseasset allocation is least appropriate? Factors are typically baseon market premiums ananomalies A common wto construfactors is self-financing investment. Factors are typically fferent from the funmentor structurfactors used in multi-factor mols. C is correct 考点：factor-based asset allocation 解析：Fama-French三因素模型是典型的factor-baseasset allocation，既包含market premium，又包含size和book-to-market两个基本面因子（funmental factors/ anomalies）。构建这些因子的方法是self-financing investment，或者称作zero llar investment，例如：Size factor return=Small-cstoreturn−Large-cstoreturn。 c为什么不对，麻烦下
NO.PZ2018110601000021 问题如下 Which of the following statement regarng factor-baseasset allocation is least appropriate? Factors are typically baseon market premiums ananomalies A common wto construfactors is self-financing investment. Factors are typically fferent from the funmentor structurfactors used in multi-factor mols. C is correct 考点：factor-based asset allocation 解析：Fama-French三因素模型是典型的factor-baseasset allocation，既包含market premium，又包含size和book-to-market两个基本面因子（funmental factors/ anomalies）。构建这些因子的方法是self-financing investment，或者称作zero llar investment，例如：Size factor return=Small-cstoreturn−Large-cstoreturn。 请A B为啥合适
NO.PZ2018110601000021问题如下 Which of the following statement regarng factor-baseasset allocation is least appropriate? Factors are typically baseon market premiums ananomalies A common wto construfactors is self-financing investment. Factors are typically fferent from the funmentor structurfactors used in multi-factor mols. C is correct 考点：factor-based asset allocation 解析：Fama-French三因素模型是典型的factor-baseasset allocation，既包含market premium，又包含size和book-to-market两个基本面因子（funmental factors/ anomalies）。构建这些因子的方法是self-financing investment，或者称作zero llar investment，例如：Size factor return=Small-cstoreturn−Large-cstoreturn。 a劳烦一下 谢谢
