Consider the single-index model. The alpha of stock is 1%. The return on the market index is 0% The risk-free rate of return is 3% During sample period, the stock earns a return that exceeds the market index by 11% and there is no tiem spectie residual adfecting the stocks return de ez 0). The Bot the stock is Select one 3.157 O 6.2.11 O.2.67 None of the other answers is correct