The following are the daily returns for both the overall market and for Sigma, Incorporated. What is the cumulative abnormal return on Sigma, Incorporated stock for these five days?
a) The difference between the average return of Sigma, Incorporated and the overall market
b) The sum of the daily returns of Sigma, Incorporated minus the sum of the daily returns of the overall market
c) The sum of the daily returns of Sigma, Incorporated plus the sum of the daily returns of the overall market
d) The average return of Sigma, Incorporated minus the average return of the overall market
