Question: Exhibit 5.4 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Rit= return for stock i during period t Rmt= return for the aggregate market during

Exhibit 5.4 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Rit= return for stock i during period t Rmt= return for the aggregate market during period t Refer to Exhibit 5.4. What is the abnormal rate of return for Stock B during period t using only the aggregate market return (ignore differential systematic risk)? a. -6.40 b. 0.40 c. 1.40 d. -1.10 e. -4.40

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