Exhibit 62
USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)

question 13

Multiple Choice

Exhibit 6.2
USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) $$\begin{array} { c c c c c } \text { Stock } & \mathbf { R } _ { \text {it } } & \mathbf { R } _ { \text {mt } } & \mathbf { a } _ { \mathbf { i } } & \text { Beta } \\\hline \mathrm { ABC } & 11.5 & 13.0 & 0 & 0.7 \\\mathrm { XYZ } & 9.0 & 7.0 & 0 & 1.1\end{array}$$ R_it = return for stock i during period t
R_mt = return for the aggregate market during period t
-Refer to Exhibit 6.2. What is the abnormal rate of return for Stock XYZ during period t using only the aggregate market return (ignore differential systematic risk) ?

• A)-3.2%
• B)2.4%
• C)2.0%
• D)1.3%
• E)-1.5%

---

Definitions:

Gpresult

A command that displays Group Policy settings. A Group Policy determines how a computer is configured for both system and user (or a group of users) settings.

Xcopy

A command that transfers files from one place to another in the command prompt environment.

Self-replicating

The ability of an entity, especially viruses or certain programs, to produce copies of itself autonomously.

Worm

A virus program that replicates from one drive to another. The most common worm virus today is an email message that, when opened, sends the virus to every address in the user’s address book.