USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Stock Rit Rmt ai Beta A 10.6 15 0 0.8 Z 9.8 8.0 0 1.1 Rit = return for stock i during period t Rmt = return for the aggregate market during period t Refer to Exhibit 5.5. What is the abnormal rate of return for Stock Z when you consider its systematic risk measure (beta)? a. 0.5 percent b. 2.0 percent c. 1.0 percent d. 0.1 percent e. 1.0 percent