CAPM calculations of Santos Ltd

$\backslash$beta : Investigate the company$$s beta from various sources $($at least $3,$ eg$.$ Morningstar DatAnalysis $($via Curtin library$),$ Reuters, Yahoo Finance, etc$).$

$$ Choose a beta from one $(1)$ provider and discuss the following to explain your justification.

i$.$ Time period $($how far back$)$

ii$.$ Calculation method $($variables used$)$

iii. Presence of once$-$off events in the time period

$$ Rf: Use the yield of a $10-$years Australian government bond for the risk$-$free rate.

$$ Rm: Calculate market return using cumulative price return of ASX All Ordinary index $($the period should match exactly with your reporting period$).$ If it is less than $5\%,$ you have to use an adjusted Rm$.$ Perform the following steps in sequence and show your findings for each step:

i$.$ Use the financial year instead of reporting period, if they are different for your company.

ii$.$ Use a total return market index instead of price return index matching the time period.

iii. As a last resort use the average cumulative total returns of longer period $($say $2-5$ years$)$

$($watch lecture $2$ for details$)$

Include a table to show clearly the time frames of the variables used to calculate CAPM.

Variable Rate $(\%)$ Sourced at $($date$)$ Period of $($date to date$)$

Rf eg$.$ X$\%$ eg$\mathrm{.}14/07/2021$ eg$\mathrm{.}14/07/2021-13/07/2031$

Rm eg$\mathrm{.}14/07/2021$ eg$\mathrm{.}01/07/2019-30/07/2020$

Beta eg$\mathrm{.}14/07/2021$ eg$\mathrm{.}14/07/2019-13/07/2021$