A) Suppose the market follows CAPM, where the market portfolio has expected return of 0.25. For a stock with beta of -2.5 and expected return of 0.1, what is the abnormal return of the stock?

		0.207142857
		-0.525
		-0.275
		0
		0.446153846

B) Suppose the market follows a single index model, where the index has expected return of 0.12 and risk-free rate is 0.08. For a stock with beta of 3 and abnormal return of 0.03, what is the expected return?

		0.2
		0.15
		0.39
		0.47
		0.23