USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Stock Rit Rmt ai Beta A 9.7 10.0 0 0.7 B 10.4 8.0 0 1.4 Rit = return for stock i during period t Rmt = return for the aggregate market during period t Refer to Exhibit 5.6. What is the abnormal rate of return for Stock A during period t using only the aggregate market return (ignore differential systematic risk)? a. 2.3 percent b. 3.0 percent c. 2.3 percent d. 0.3 percent e. 0.3 percent