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Compute the abnormal rates of return for the following stocks assuming the following systematic risk measures (betas): Stock Rit Rmt Bi B 10.2% 5.9% 0.80

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Compute the abnormal rates of return for the following stocks assuming the following systematic risk measures (betas): Stock Rit Rmt Bi B 10.2% 5.9% 0.80 F 9.0 6.6 1.20 T 13.1 8.0 1.35 C 13.0 15.1 0.85 E 16.3 12.8 -0.10 Rit = return for stock i during period t Rmt = return for the aggregate market during period t Bi = beta for stock i Use a minus sign to enter negative values, if any. Round your answers to one decimal place. ARBt: % ARFt: % ARTt: % ARct: AREt: % %

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