How can I recommend a risk free rate based on the historical data of a stock market if we assume the CAPM holds and that the historical data on all risky stocks in the economy is available? I put an example of all available data as an attached picture. Thank you in advance!

Dividend Cash PERMNO Date Company Name V Amount A Price Volume 10107 20100129 MICROSOFT CORP 28.18 13640561 10107 20100226 MICROSOFT CORP 0.13 28.67 10779015 10107 20100331 MICROSOFT CORP 29.2875 11181446 10107 20100430 MICROSOFT CORP 30.535 13259805 10107 20100528 MICROSOFT CORP 0.13 25.8 17259734 10107 20100630 MICROSOFT CORP 23.01 16793127 10107 20100730 MICROSOFT CORP 25.81 14132280 10107 20100831 MICROSOFT CORP 0.13 23.465 12827745 10107 20100930 MICROSOFT CORP 24.49 12779695 10107 20101029 MICROSOFT CORP 26.665 12854487 10107 20101130 MICROSOFT CORP 0.16 25.2575 14174423 10107 20101231 MICROSOFT CORP 27.91 10367260 10107 20110131 MICROSOFT CORP 27.725 13658100