Quiz on lesson ” The Problem With Small Cap Stocks “

1. What was the first market anomaly that challenged the capital asset pricing model?

A) Small Caps

B) Large Caps

C) Mid Caps

2. What was the data period used in the initial discovery of the size effect by Rolf Banz?

A) 1936-1975

B) 1981-1997

C) 1927-2017

3. What is the significance of the size premium according to the speaker?

A) Statistically significant at the 10% significance threshold

B) Statistically significant at the 5% significance threshold

C) Statistically insignificant from zero

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