Question: Question 2 2.5 pts Stock Rit Rint a; Beta ABC 11.5 13.0 0 0.7 XYZ 13.8 12.7 0 0.1 Rit = return for stock i
Question 2 2.5 pts Stock Rit Rint a; Beta ABC 11.5 13.0 0 0.7 XYZ 13.8 12.7 0 0.1 Rit = return for stock i during period t Rmt - return for the aggregate market during period t What is the abnormal rate of return for Stock XYZ when you consider its systematic risk measure (beta)? (Keep 2 decimal places)
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