P 5-02

This is complete problem no other information is provided

Compute the abnormal rates of return for the following stocks assuming the following systematic risk measures (betas):

Stock	Rit		Rmt		i
B	11.0	%	4.8	%	0.95
F	9.7		8.2		1.20
T	12.5		5.8		1.20
C	12.3		15.0		0.70
E	15.8		11.3		-0.20

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

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: %