You estimated the single index regression model on stock ABC, the model is specified as below: RABC,t=ABC+ABCRM,t+eABC,t where RABC,t is the excess return of stock ABC in month t RM,t is the market excess return in month t Regression output and other statistics are given in the below table: If market excess return is 5%, what is stock ABC's excess return? Select one: a. 8% b. 2.4% c. Insufficient information to determine d. 4% e. 6%