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[SINGLE] Consider an event study of the following stock. t = 0 (event day) t = 1 t = 2 Realised returns 0.05 0.03 0.025 Market return 0.02 0.01 0.02 Suppose that the estimated market model is r=0.001+1.2 xrm. What is the three-days (t=0 to t=2) CAR of the stock due to the event? O 5.50% O 6.30% 04.20% O 0.10% 0 10.50%