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Compute the abnormal rates of return for the following stocks assuming the following systematic risk measures (betas): Ra return for stock i during period
Compute the abnormal rates of return for the following stocks assuming the following systematic risk measures (betas): Ra return for stock i during period t Rat return for the aggregate market during period t Stock Rit Rmt Bi B 10.6% 3.0% 0.90 F 10.6 8.3 1.10 T 13.5 7.1 . 1.35 C 12.2 15.3 0.90 E 16.9 12.9 -0.45 B-beta for stock i Use a minus sign to enter negative values, if any. Round your answers to one decimal place. AR % ARn % AR % % AR AR
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