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

question 15

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 B when you consider its systematic risk measure (beta) ?

• A)-0.8%
• B)-1.2%
• C)1.3%
• D)2.4%
• E)6.6%

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