Based on Stock Z's Beta of 0

Multiple Choice

Based on Stock Z's beta of 0.9 the normal return is 9 percent. However, the actual return for Stock Z was 8 percent. What is Stock Z's abnormal rate of return?

A) -1.0 percent
B) -0.1 percent
C) 0.1 percent
D) 1.0 percent
E) 1.1 percent