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

question 72

Multiple Choice

Exhibit 6.6
Use the Information Below for the Following Problem(S)
$$\begin{array} { c c c c c } \text { itack } & \text { Re } & \text { it } & \text { mit } & \text { Het. } \\\hline \text { A } & 9.7 & 10.0 & 0 & 0.7 \\8 & 10.4 & 8.0 & 0 & 1.4\end{array}$$
R?_t = return for stock i during period t
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:

Mongolian Spots

Benign, flat birthmarks with a blueish or bluish-grey coloration, commonly found on infants and usually fading over time.

Deep Blue Pigmentation

A description often used for certain types of skin discoloration that can signify underlying medical conditions.

Newborns

Infants who are in the first few weeks of life, typically considered to be up to 28 days old.

American Academy

An organization dedicated to the advancement of specific professional fields or interests, often focusing on education, research, and certification standards.