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A stock returns 20% during the observation period. The average return on the market was 6% during the period. Beta (b) was observed to be

A stock returns 20% during the observation period. The average return on the market was 6% during the period. Beta (b) was observed to be .80 with an excess market return of 10%. Given this information what is the stock's abnormal return? Show formula please.

Multiple choice question.

a) 8%

b) 6%

c) 14%

d) 34%

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