Having some trouble with a few of these questions if anyone doesn't mind answering them no need to show work

1. An index model regression applied to past monthly returns in Ford's stock price produces the following estimates, which are believed to be stable over time: rF = 0.1% + 1.1rM If the market index subsequently rises by 7.0% and Ford's stock price rises by 7%, what is the abnormal change in Ford's stock price? (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "%" sign in your response.) 2. Which of the following phenomena would be either consistent with or a violation of the efficient market hypothesis? A. Nearly half of all professionally managed mutual funds are able to outperform the S&P 500 in a typical year.( consistent or inconsistent) B. Money managers that outperform the market (on a risk-adjusted basis) in one year are likely to outperform in the following year. ( consistent or inconsistent) C. Stock prices tend to be predictably more volatile in January than in other months. ( consistent or inconsistent) D. Stock prices of companies that announce increased earnings in January tend to outperform the market in February. ( consistent or inconsistent) E. Stocks that perform well in one week perform poorly in the following week. ( consistent or inconsistent) 3. Which of the following are used by technical analysts to determine proper stock prices? I) Trendlines II) Earnings III) Dividend prospects IV) Expectations of future interest rates V) Resistance levels A. I and V B. I, II, and III C. II, III, and IV D. II, IV, and V E. All of the items are used by fundamental analysts. 4. The weak form of the efficient market hypothesis contradicts A. technical analysis, but supports fundamental analysis as valid. B. fundamental analysis, but supports technical analysis as valid. C. both fundamental analysis and technical analysis. D. technical analysis, but is silent on the possibility of successful fundamental analysis. 5. In an efficient market the correlation coefficient between stock returns for two nonoverlapping time periods should be A. positive and large. B. positive and small. C. zero. D. negative and small. E. negative and large. 6. Matthews Corporation has a beta of 1.2. The annualized market return yesterday was 13%, and the riskfree rate is currently 5%. You observe that Matthews had an annualized return yesterday of 17%. Assuming that markets are efficient, this suggests that A. bad news about Matthews was announced yesterday. B. good news about Matthews was announced yesterday. C. no news about Matthews was announced yesterday. D. interest rates rose yesterday. E. interest rates fell yesterday