Question: Section 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

Section 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 2016 to the end of May 2021 so that you can then obtain 60 discrete monthly return observations in total for each stock from the end of June 2016 to the end of May 2021. It is easier to collect this data from Yahoo Finance. Also, download adjusted monthly closing price levels for the FTSE 100 Index as a proxy for the UK market portfolio over the same 5-year period . To determine the risk-free rate of return, assume a constant 3-month UK Treasury Bills monthly rate of 0.03% for the whole sample period.

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