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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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