Stock A has a market beta of 1.5, and stock B has a market beta of 0.8. The market realizes a return of 2% over a the last 5 days. Assume the risk-free rate is negligible over this short time period.

The answer to problem 2 implies that the daily alpha of the stock is -0.1% over this period. If on one of the days, the market went up 1% and the stock went up 1% on the same day, what was the firm specific surprise that day? (in %)