Exhibit 66
USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)

question 64

Multiple Choice

Exhibit 6.6
USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) $$\begin{array} { c c c c c } \text { Stock } & \mathbf { R } _ { \text {it } } & \mathbf { R } _ { \text {mt } } & \mathbf { a } _ { \mathbf { i } } & \text { Beta } \\\hline \mathrm { A } & 9.7 & 10.0 & 0 & 0.7 \\\mathrm {~B} & 10.4 & 8.0 & 0 & 1.4\end{array}$$ R_it = return for stock i during period t
R_mt = return for the aggregate market during period t
-Refer to Exhibit 6.6. What is the abnormal rate of return for Stock A when you consider its systematic risk measure (beta) ?

• A)-2.3%
• B)-0.3%
• C)0.3%
• D)2.3%
• E)3.0%

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Definitions:

Hair Cells

Sensory cells found in the inner ear, responsible for converting sound vibrations into electrical signals that can be interpreted by the brain.

Supporting Cells

Cells that provide structural or nutritional support in various tissues and organs.

Aqueous Fluid

The clear, watery fluid found between the lens and the cornea of the eye, serving to maintain intraocular pressure and provide nutrition to the eye’s avascular tissues.

Cornea

The transparent covering of an eye.