Question: 2. Collect your sample data from databases such as Yahoo Finance, FAME, and Refinitiv Eikon/Datastream for the chosen five firms from Section 1: Download adjusted

2. Collect your sample data from databases such as Yahoo Finance, FAME, and Refinitiv Eikon/Datastream for the chosen five firms from Section 1: Download adjusted monthly closing stock prices for each one of your five firms over the recent period of five years: your 61 monthly price observations should be from the end of May 2019 to the end of May 2024 so that you can then obtain 60 discrete monthly return observations in total for each stock from the end of June 2019 to the end of May 2024. It is easier to collect this data from FAME (or Yahoo Finance). Also, download adjusted monthly closing price levels of the Vanguard FTSE 100 UCITS ETF (VUKE.L) for the FTSE 100 Index as a proxy for the UK market portfolio over the same 5-year period . Alternatively, you can choose other proxy for the FTSE 100 Index, and you should briefly explain your data source. To determine the risk-free rate of return, assume a constant 3-month UK Treasury Bills monthly rate of 0.02% for the whole sample period. For market value (i.e., market capitalisation or market cap), you need download the market cap at the

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