Exhibit 6.4
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R?t = return for stock i during period t
Rmt = return for the aggregate market during period t
-Refer to Exhibit 6.4.What is the abnormal rate of return for Stock A when you consider its systematic risk measure (beta) ?
A) 2.30%
B) 2.10%
C) 3.10%
D) 12.40%
E) None of the above
Correct Answer:
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Q84: Exhibit 6.4
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Q85: Exhibit 6.4
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Q86: Exhibit 6.3
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Q87: Exhibit 6.6
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Q88: Exhibit 6.6
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Q90: Exhibit 6.6
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Q91: Exhibit 6.5
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Q92: Exhibit 6.6
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Q93: Exhibit 6.4
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Q94: Based on Stock Z's beta of 0.9
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