Chapter 05: Assignment - Capital Markets, Behavioral Finance, and Technical Analysis 1. Problem 5-01 Problem 5-01 Compute the abnormal rates of return for the following stocks during period t (ignore differential

systematic risk): Stock B F ARM: R = 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. AR % AR eBook AR ARE: % % T с E % Re 10.5% 9.2 15.4 10.9 15.5 Rmt 5.0% 7.9 9.5 15.1 11.6 Grade it Now Save & Continue