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Compute the abnormal rates of return for the following stocks assuming the following systematic risk measures (betas): Stock R it R mt i B 11.7

Compute the abnormal rates of return for the following stocks assuming the following systematic risk measures (betas):

Stock Rit Rmt i
B 11.7 % 3.1 % 0.95
F 9.9 6.1 1.20
T 13.4 5.9 1.50
C 10.6 14.5 0.55
E 16.8 11.6 -0.25

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