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 = .10% + 1.1r 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
= .10% + 1.1r_M

If the market index subsequently rises by 8% and Ford’s stock price rises by 7%, what is the abnormal change in Ford’s stock price?