Description:

Wrte a program on python 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. Requirements $1.$ 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 cre@te 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 $(30\%)$ Cre@te 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

$4.)1.$ Custom Weights $(10\%)$ Repeat the work done in step $3$ above, however, allow the user to specify asset specific weights for the portfolio beta calculation, rather than using equal weights.