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Considering these data where 'Pl' estimates are analyst forecasts of future stock prices: Stock PO 0 P1 57 B 1.1 A 51 0.19 B 25.25

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Considering these data where 'Pl' estimates are analyst forecasts of future stock prices: Stock PO 0 P1 57 B 1.1 A 51 0.19 B 25.25 27 0.38 2 C 0.39 2.3 35.35 40 38.8 45 D 0.3 2.3 Market Risk Premium 0.0525 T-bill rate 0.04 Assuming the analyst forecast is correct, what is the abnormal return (alpha) relative to the CAPM E(r) for Stock: C? -0.02920 -0.02775 -0.03070 -0.02482 -0.02631

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