Using the past 60 months of data (and using monthly observations), you regress the excess returns of stock A on the excess returns of the market. Suppose that you find that over this period, the alpha of stock A is 0.0%, and the beta is 1.2. What is the expected excess return of stock A during a month in your sample where the market excess return was -5%? -6% -5% -4% 0%