Q1) What is the r0, the stock return on the event date?

Q2) What is the r1, the stock return one day before the event date?

Q3) What is r1rmkt,1, the abnormal return one day after the event?

Q4) What is r2rmkt,2, the abnormal return two days before the event?

Q5)What is the cumulative abnormal return using a window 2 days before the event through 2 days after?

CAR==22(rrmkt,)

You are investigating an stock event on Friday, 7 February 2020. You have the following data: \begin{tabular}{lll} \hline \multicolumn{1}{|c}{ DATE } & STOCK PRICE (ADJUSTED CLOSE) & MARKET RETURN \\ \hline Monday 3 February 2020 & 32.57 & 0.0036 \\ \hline Tuesday 4 February 2020 & 33.49 & 0.043 \\ \hline Wednesday 5 February 2020 & 32.94 & 0.0028 \\ \hline Thursday 6 February 2020 & 34.98 & 0.0303 \\ \hline Friday 7 February 2020 & 35.28 & 0.0379 \\ \hline Monday 10 February 2020 & 37.25 & 0.0245 \\ \hline Tuesday 11 February 2020 & 38.6 & 0.041 \\ \hline Wednesday 12 February 2020 & 38.8 & 0.0184 \\ \hline Thursday 13 February 2020 & 39.06 & 0.0246 \\ \hline Friday 14 February 2020 & 40.08 & 0.0457 \\ \hline \end{tabular}