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Listed below are the actual returns on share X and on the market (RM), along with the systematic risk measure (Beta) relative to the time

Listed below are the actual returns on share X and on the market (RM), along with the systematic risk measure (Beta) relative to the time period, t.

Share X:

Ri,t % -12.2

RM,t % -15.5

ai - 0

Beta - 0.8

What is the abnormal return for share X when you consider its systematic risk measure

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