Exhibit 61
Use the Information Below for the Following Problem(S)

Exhibit 6.1
Use the Information Below for the Following Problem(S)
$\begin{array}{ccccc}\text { Stock } & \mathbf{R}_{\text {it }} & \mathbf{R}_{\text {mt }} & \mathbf{a}_{\mathbf{i}} & \text { Beta } \\\hline \mathrm{C} & 12 & 10 & 0 & 0.8 \\\mathrm{~F} & 10 & 80 & 0 & 1.1\end{array}$
R_it = return for stock i during period t
R_mt = return for the aggregate market during period t
-Refer to Exhibit 6.1.What is the abnormal rate of return for Stock E when you consider its systematic risk measure (beta) ?

A) 2.0%
B) 1.2%
C) 4.0%
D) -1.05%
E) -8.5%