Compute the abnormal rates of return for the following stocks assuming the following systematic risk...
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Compute the abnormal rates of return for the following stocks assuming the following systematic risk measures (betas): Stock Rit BA Rmt B 0.85 10.4% 9.5 F 1.15 3.1% 6.9 5.4 14.5 T 14.0 1.20 0.60 10.6 16.2 E 11.4 -0.20 Rit = return for stock i during period t Rmt = return for the aggregate market during periode B = beta for stock / Use a minus sign to enter negative values, if any. Round your answers to one decimal place. ARBE: % ARE: % ARTI: 9% ARC: % ARE: %
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