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An index model regression applied to past monthly returns in Lucy's Lager stock price produces the following sites, which we believed to be stable over

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An index model regression applied to past monthly returns in Lucy's Lager stock price produces the following sites, which we believed to be stable over time - 0.11 - 1.17 if the market index subsequently rises by 10.2% and Lucy Lager's stock price rises by 10%, what is the abnormal change in Lucy Lager's stock price? (Negative value should be indicated by a minus sign. Do not round Intermediate calculations. Round your answer to 2 decimal places.) Abnormal retum

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