You are given the following information regarding prices for…

You are given the following information regarding prices for a sample of stocks. PRICE Stock Number of Shares T    T + 1   A   [f] $[a] $[x] B   [g]   [b]   [y] C   [h]   [c]   [z] Construct a value-weighted index for these three stocks, and compute the percentage change in the index for the period from T to T + 1. Note: Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.A negative value should be indicated by a minus sign. Do not include the % sign.  

Exhibit 5.1 USE THE INFORMATION BELOW FOR THE FOLLOWING PROB…

Exhibit 5.1 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) Stock Rit Rmt ai Beta C 12 10 0 0.8 E 10 8.0 0 1.1 Rit = return for stock i during period t Rmt = return for the aggregate market during period t   Refer to Exhibit 5.1. What is the abnormal rate of return for Stock C during period t using only the aggregate market return (ignore differential systematic risk)?