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An index model regression applied to past monthly returns in Fords stock price produces the following estimates, which are believed to be stable over time:

An index model regression applied to past monthly returns in Fords stock price produces the following estimates, which are believed to be stable over time:

r_F= 0.1% + 1.1r_M

If the market index subsequently rises by 9.4% and Fords stock price rises by 8%, what is the abnormal change in Fords stock price?

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