In this project, expected returns of an equally weighted portfolio of Apple and Google from 2016 to 2021 was calculated. CAPM Betas were estimated in pursuant with HML (high-minus-low), as developed by Eugene Fama and Kenneth French.
Estimating CAPM Betas of an equally weighted portfolio of Apple and Google from 2016 to 2021
In this project, expected returns of an equally weighted portfolio of Apple and Google from 2016 to 2021 was calculated. CAPM Betas were estimated in pursuant with HML (high-minus-low), as developed by Eugene Fama and Kenneth French.
Estimating CAPM Betas of an equally weighted portfolio of Apple and Google from 2016 to 2021