Suppose Lolo Industries and the market has the returns presented in the table below. Further suppose Lolo Industries has a beta $1\mathrm{.}3$ and the risk$-$free rate is $0\mathrm{.}05.$ Cumulative abnormal return for months $t=-1$ to $t=3?$

$\backslash$table$[[\backslash$table$[[$Event$],[\backslash$table$[[$Time$],[($months$)]]],[$R$]],\backslash$table$[[$Lolo$],[$Industries$]],],[-4,0\mathrm{.}1,0\mathrm{.}9],[-3,0\mathrm{.}5,0\mathrm{.}2],[-2,1\mathrm{.}6,1\mathrm{.}9],[-1,1\mathrm{.}9,2\mathrm{.}5],[0,-0\mathrm{.}3,3\mathrm{.}7],[1,-0\mathrm{.}5,-0\mathrm{.}5],[2,1\mathrm{.}1,1\mathrm{.}0],[3,3\mathrm{.}0,1\mathrm{.}0],[4,-1\mathrm{.}5,1\mathrm{.}0]]$

$3\mathrm{.}2\%$

$1\mathrm{.}0\%$

$3\mathrm{.}7\%$

$3\mathrm{.}0\%$