Question: Create regression for the bank using CAPM model below and making comments about relationship between variables to expected return Year Risk-free rate Market return Beta

Create regression for the bank using CAPM model below and making comments about relationship between variables to expected return

Year Risk-free rate Market return Beta Expected return
Jan-19 1.82 9.1 0.7 6.916
Feb-19 1.79 8.84 0.7 6.725
Mar-19 1.47 8.83 0.7 6.622
Apr-19 1.67 8.64 0.7 6.549
May-19 1.59 9.13 0.7 6.868
Jun-19 1.68 9.32 0.7 7.028
Jul-19 1.64 8.77 0.7 6.631
Aug-19 1.13 8.75 0.7 6.464
Sep-19 1.24 9.5 0.7 7.022
Oct-19 1.54 9.56 0.7 7.154
Nov-19 1.53 9.23 0.7 6.92
Dec-19 1.82 9.09 0.7 6.909
Jan-20 1.4 8.81 0.7 6.587
Feb-20 1.05 9.32 0.7 6.839
Mar-20 0.75 10.44 0.7 7.533
Apr-20 0.6 9.87 0.7 7.089

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