What is the abnormal change in fords stock price

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Reference no: EM131926564

An index model regression applied to past monthly returns in Ford's stock price produces the following estimates, which are believed to be stable over time:

r_F = 0.1% + 1.1r_M

If the market index subsequently rises by 9.0% and Ford's stock price rises by 9%, what is the abnormal change in Ford's stock price?

Reference no: EM131926564

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