Description

Write a program that calculates the CAPM Beta for a portfolio of at least $10$ stocks. For the purposes of

this assignment assume the stocks are equally weighted in the portfolio$1.$ Calculate Beta $(35\%)$

$$ Read in remote stock data for a single stock

$$ Get the market factor and risk free rate from Ken French$$s data library and merge it onto the

stock information

$$ Calculate the CAPM Beta using the data from the previous steps

$2.$ A CAPM Function $(35\%)$

$$ Take the code from the first requirement and create a function that accepts a ticker, a beginning date, and an end date as inputs

$$ The function should return the beta for the stock using the time interval specified

$3.$ Portfolio Beta $(30\%)$

$$ Create a list of at least ten stocks that you will hold in a hypothetical portfolio

$$ Use a loop and the CAPM function you wrote to calculate the beta of each of the stocks in

your hypothetical portfolio

$$ Calculate the portfolio beta by combining the betas of the individual stocks using equal weights