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An index model regression applied to past monthly return in Ford's stock price produces the following estimates, which are believed to be stable over time:
An index model regression applied to past monthly return in Ford's stock price produces the following estimates, which are believed to be stable over time: Ford-O.10% + 0.9rm If the market index subsequently rises by 8% and Ford's stock price rises by 7%, what is the abnormal change in Ford's stock price? 0.30% 1.70% ^ 0.10% O 1.90%
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