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Exhibit 66
Use the Information Below for the Following Problem(S)

question 42

Multiple Choice

Exhibit 6.6
Use the Information Below for the Following Problem(S)
 itack  Re  it  mit  Het.  A 9.710.000.7810.48.001.4\begin{array} { c c c c c } \text { itack } & \text { Re } & \text { it } & \text { mit } & \text { Het. } \\\hline \text { A } & 9.7 & 10.0 & 0 & 0.7 \\8 & 10.4 & 8.0 & 0 & 1.4\end{array}
R?t = return for stock i during period t
Rmt = return for the aggregate market during period t
-Refer to Exhibit 6.6.What is the abnormal rate of return for Stock A during period t using only the aggregate market return (ignore differential systematic risk) ?


Definitions:

Deep Basin

A large depression on the earth's surface, often below sea level, characterized by significant depths and possibly housing sedimentary formations or resources.

Mid-ocean Ridge

A mid-ocean ridge is an underwater mountain system formed by plate tectonics, characterized by a rift at the crest through which magma rises, creating new oceanic crust.

Back-arc Spreading

A geologic process occurring behind a subduction zone, where new oceanic crust is formed by the spreading and melting of the mantle.

Plate-tectonic Setting

The geological and geographical context of an area in relation to the movement and interaction of tectonic plates.

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