ALLGO announced at Time t that it was acquiring DoLittle Industries. There were no other announcements affecting these firms. ALLGO's stock had daily returns of -.2, +.1, -.5, -.1, +.1 for Time t - 2 to Time t + 2, respectively. The daily returns on the market were -.1, +.2, +.1, -.2, and +.2 for Time t - 2 to Time t + 2, respectively. What is the cumulative abnormal return for these five days?

-.7

-.8

-.5

-.10

-.3