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% + 1.1 r M If the market index...

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 10.2% and Ford’s stock price rises by 10%, what is the abnormal change in Ford’s stock price?(Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 2 decimal places.
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