Exhibit 64
Use the Information Below for the Following Problem(S)

Exhibit 6.4
Use the Information Below for the Following Problem(S)
$$\begin{array} { c c c c c } \text { stack } & \text { Fit } & R \text { mit } & \text { a } _ { \text {i } } & \text { Eeta } \\\hline \text { A } & 10.3 & 12 & 0 & 0.6 \\3 & 94 & 90 & 0 & 1 .2\end{array}$$
R?t = return for stock i during period t
Rmt = return for the aggregate market during period t
-Refer to Exhibit 6.4.What is the abnormal rate of return for Stock B during period t using only the aggregate market return (ignore differential systematic risk) ?

A) 0.40
B) 1.40
C) -1.10
D) -4.40
E) -6.40

Correct Answer:

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