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

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. Stock X had an actual return of 14% and Stock X's normal return based on the market's return for the same period was 13.6%. What is Stock X's abnormal rate of return?

A) -0.4%
B) 0.1%
C) 0.4%
D) 4.0%
E) 6.4%