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Rit= return for stock i during period t Rmi= return for the aggregate market 1= beta for stock / Compute the abnormal rates of return
Compute the abnormal rates of return for the following stocks assuming the following systematic risk measures (betas): 10.9% 13.8 11.1 16.0 = return for stock i during period t Rm' return for the aggregate market during period t beta for Stock / Rmt 15.5 11.1 0.8S 1.15 1.35 0.50 use a minus sign to enter negative values, if any. Round your answers to one decimal place, ARdt:
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