Question: In this assignment, you will download and analyze ten years of monthly total return data for various assets, estimate the Static CAPM using different benchmarks,

In this assignment, you will download and analyze ten years of monthly total return data for various assets, estimate the Static CAPM using different benchmarks, and evaluate its explanatory power. 1. Data collection: Download 10 years of monthly total return data for: 6 individual stocks 6 U.S. portfolios (e.g., Fama-French portfolios) 6 country portfolios (e.g., ETFs tracking different countries) Sources: Yahoo Finance, CRSP, Fama-French Database, MSCI, Bloomberg 2. Estimate the Static CAPM: Perform estimations under three market portfolio benchmarks: - SPDR S&P 500 ETF (SPY) - CRSP Value-Weighted Market Return - Dow Jones World Stock Index

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