Exhibit 64
USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)

question 58

Multiple Choice

Exhibit 6.4
USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) $$\begin{array} { c c c c c } \text { Stock } & \mathbf { R } _ { \text {it } } & \mathbf { R } _ { \text {mt } } & \mathbf { a } _ { \mathbf { i } } & \text { Beta } \\\hline \mathrm { A } & 10.3 & 12 & 0 & 0.6 \\\mathrm {~B} & 9.4 & 9.0 & 0 & 1.2\end{array}$$ R_it = return for stock i during period t
R_mt = return for the aggregate market during period t
-Refer to Exhibit 6.4. 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

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Definitions:

Mistaken Identifications

A cognitive error where an individual incorrectly identifies a person or object as being someone or something they are not.

Physical Description

A detailed account or representation of the appearance and characteristics of a person, place, or thing.

Psychological Profile

A detailed description of an individual's psychological traits, behaviors, and tendencies.

Target-Absent Lineup

A lineup in which the person who committed the crime is not present in the lineup.