Question: 1. Problem 5-01 Discus eBook Problem 5-01 Compute the abnormal rates of return for the following stocks during period t (ignore differential systematic risk): Stock

1. Problem 5-01 Discus eBook Problem 5-01 Compute the abnormal rates

1. Problem 5-01 Discus eBook Problem 5-01 Compute the abnormal rates of return for the following stocks during period t (ignore differential systematic risk): Stock Rit Rmt B 11.6% 4.7% ities See the sa might F 9.7 6.8 T 12.8 5.3 10.4 14.8 E 15.5 12.9 Rit = return for stock i during period t Rmt = return for the aggregate market during period t Use a minus sign to enter negative values, if any. Round your answers to one decimal place. ARBt: % ARFt: % ARTt: % ARct: % ARET: %

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