Assume the CAPM (B(r) = 1 +[EC)-1]) is the correct model of expected returns. You estimate Caribou Coffee's beta to be 0.75. Say you observe the market return of 1.75% five days before Caribou announces earnings and the return of Caribou on the same day is 2.97%. I the risk tree rate is 0.25% per day, what is the abnormal return for Caribou on this day? O 1.9% 1.8% 1.7% 1.6%