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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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