Part III: (7 pts)

In this part of the project you are asked to empirically test CAPM on your Mutual Fund and the seven 7 stocks. You need to learn how to make a regression on excel. You have to rely on the S&P/TSX index and the Risk_Free rates.

1.Use the one month Canadian Tbills as your proxy for Risk free. N.B.: you need to obtain historical monthly prices (levels) for Tbills and S&P/TSX and calculate their 60 Months historical returns. (0.5 pt)

STOCKS:

RBC

BARRICK GOLD

TD.TO

CANADIAN PACIFIC

BROOKFIELD ASSET INC

TC PIPELINES

ALIMENTATION COUCHE TARD INC.