Market portfolio

Small-Low B/M

Small-Middle B/M

Beta

1.000

1.157

0.992

Return

4.292

3.790

5.127

Small-High B/M

Big-Low B/M

Big-Middle B/M

Big-High B/M

Beta

0.987

1.027

0.945

0.998

Return

6.744

3.365

4.469

6.332