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John is using a monthly single index model to estimate the Expected excess return for an electric car company, the AMP. His ordinary least square regressions are robust, measuring an Alpha and a Beta for AMP of 0.5% and 1.5. He knows that in September the US government awarded an exclusive contract to AMP to replace the entire fleet of the US Post Office with AMP cars. John estimates that this is equivalent to a positive firm-specific shock of 2.5%. In September, the market return was 13% and the risk-free rate was 3%. On the basis of this information, John will estimate that the expected excess return for AMP will amount to _________________ %.


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