Question: 3. Write an R script to estimate the CAPM model on DNKN. Use monthly data from August 2015 to September 2020, use the SPY ETF
3. Write an R script to estimate the CAPM model on DNKN. Use monthly data from August 2015 to September 2020, use the SPY ETF as the market, and the 1-year Treasury bill (FRED id GSI) as the risk-free rate. Compute the equity cost of capital (re) of DNKN assuming a market return of 10% and risk-free rate of 1.5% Write your estimate for B and re. 3. Write an R script to estimate the CAPM model on DNKN. Use monthly data from August 2015 to September 2020, use the SPY ETF as the market, and the 1-year Treasury bill (FRED id GSI) as the risk-free rate. Compute the equity cost of capital (re) of DNKN assuming a market return of 10% and risk-free rate of 1.5% Write your estimate for B and re
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