Exhibit 5.6 USETHE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Rit = return for stocki during period t Rmt= return for the aggregate market during period t Refer to Exhibit 5.6. What is the abnormal rate of return for Stock A during period t using only the aggregate market return (ignore differential systematic risk)? a. 3.0percent b. 2.3 percent c. 0.3 percent d. 23 percent c. 0.3 percent