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Problem 5-01

Compute the abnormal rates of return for the following stocks during period t (ignore differential systematic risk):

Stock	Rit		Rmt
B	12.4	%	4.7	%
F	10.3		7.6
T	15.6		7.5
C	12.9		15.8
E	16.6		11.0

R_it = return for stock i during period t R_mt = return for the aggregate market during period t

Use a minus sign to enter negative values, if any. Round your answers to one decimal place.

AR_Bt: %

AR_Ft: %

AR_Tt: %

AR_Ct: %

AR_Et: %