Over the Past Five Days, the Common Stock of Taylor

Multiple Choice

Over the past five days, the common stock of Taylor Mfg. had daily returns of −.1, .2, .1, .2, and .3 percent, respectively. For the same five days, the market had daily returns of .1, .3, −.4, .4, and .2 percent, respectively. What is the cumulative abnormal return on Taylor Mfg. stock for this time period?

A) −.3%
B) −.1%
C) .0%
D) .1%
E) .3%