Question: Problem 5-01 Compute the abnormal rates of return for the following stocks during period t (ignore differential systematic risk): Stock Rit Rmt B 10.5% 5.4%

 Problem 5-01 Compute the abnormal rates of return for the following

Problem 5-01 Compute the abnormal rates of return for the following stocks during period t (ignore differential systematic risk): Stock Rit Rmt B 10.5% 5.4% 9.5 7.0 15.2 9.8 10.8 14.6 E 16.9 13.0 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: % FTC

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