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Compute the abnormal rates of return for the following stocks during period t (ignore differential systematic risk): Stock R it R mt B 10.8 %

Compute the abnormal rates of return for the following stocks during period t (ignore differential systematic risk):

Stock Rit Rmt
B 10.8 % 3.5 %
F 9.4 7.9
T 12.9 9.9
C 12.1 14.2
E 16.4 11.0

Rit = return for stock i during period t Rmt = return for the aggregate market during period t

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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