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9. An index model regression applied to past monthly returns in Ford?s stock price produces the following estimates, which are believed to be stable over

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9. An index model regression applied to past monthly returns in Ford?s stock price produces the following estimates, which are believed to be stable over time: rF= 0.1% + 1.1 rm If the market index subsequently rises by 9.1 % and Ford?s stock price rises by 9%, what is the abnormal change n Ford?s stock price? (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the % sign in your response.) Abnormal return %

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