Do not need explanations just want to double check if i am on the right road and correct! Thank you!! You are amazing !!!!!

7) Which of the following are inconsistent with the semi-strong form of the efficient market hypothesis?

a. The January effect

b. Small firm effect

c. Mean reversion

d. All of the above

13) Suppose a security's mean return is 1.50%. On a particular day, the return on the market is 1.20% while the return on the security is 1.85%. Calculate the mean adjusted abnormal return.

a. 0.35%

b. 0.65%

c. None of the above

14) Suppose a security's mean return is 1.50%. On a particular day, the return on the market is 1.20% while the return on the security is 1.85%. Calculate the market adjusted abnormal return.

a. 0.35%

b. 0.65%

c. None of the above

FOR THE NEXT TWO QUESTIONS. The following estimates are for a firm that has just announced the launch of a new revolutionary product. The MEAN ADJUSTED ABNORMAL RETURN on Day 0 = 7%.

Beta: (from estimation period)			0.74
Intercept: (from estimation period)			0.015
Average return (from estimation period)			0.08
Day 0 stock return			0.15
Day 0 market return			0.07
			8.32%
			7%
			8%
			None of the above

16) Calculate the RISK ADJUSTED ABNORMAL RETURN on Day 0

		A. 8.32%
		B. 8%
		C. None of the above

17) Calculate the MARKET ADJUSTED ABNORMAL RETURN on Day 0

		A. 8.32%
		B. 8%
		C. None of the above