求问fama french具体是怎么操作的，看不太懂也不知道有何用处（我太白痴了）

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今天看到一个题，关于fama french model的，但是完全不明白什么意思，连问题和答案都看不明白，也不知道选什么。。。求各位大神帮助！
A multifactor regresion based on the Fama&French model has been performed and produced the following results:

Rfund US = 0.001 +1.81*RMRF - 0.4*HML - 0.5*SMB

Based on these results, which of the following proposals is true ?

A. Value and Big
B. Riskier than the market and Small
C. Growth and Big
D. Riskier than the market and Value

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关键词：fama french FRENCH FAMA 怎么操作 Fre french 太白

The answer should be C. Growth means growth stocks and Big means big stocks. Please refer to Fama and French 1996 JF paper or Section 20.2 of Asset Pricing by Cochrane.

10647007 发表于 2015-4-12 10:19
The answer should be C. Growth means growth stocks and Big means big stocks. Please refer to Fama an ...

谢谢啦~~~但是还是不明白为什么选C, 可不可以解释一下？

不知道你懂了没有 hml,smb的系数是负的。high minus low, small minus big.