Exhibit 5.5 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 5.5. What is the abnormal rate of return for Stock Z when you consider its systematic risk measure (beta)? a. 0.1 percent b. 1.0 percent c. -1.0 percent d. 0.5 percent e. 2.0 percent