Question: Write a program that calculates the CAPM Beta for a portfolio of at least 1 0 stocks. For the purposes of this assignment assume the

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.
Requirements
1. Calculate Beta (35%)
Read in remote stock data for a single stock
Get the market factor and risk free rate from Ken Frenchs data library and merge it onto the
stock information
Calculate the CAPM Beta using the data from the previous steps

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!