Question
Compute the abnormal rates of return for the following stocks during period t (ignore differential systematic risk): StockRitRmt B11.5%4.0% F10.08.5 T14.09.6 C12.015.3 E15.912.4 Rit =
Compute the abnormal rates of return for the following stocks during period t (ignore differential systematic risk):
StockRitRmt
B11.5%4.0%
F10.08.5
T14.09.6
C12.015.3
E15.912.4
Rit = return of stock i during period t
Rmt = return for the aggregate market during period t
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Analysis for Financial Management
Authors: Robert c. Higgins
8th edition
73041807, 73041803, 978-0073041803
