Risk Free Rate Question

[MariborKev]

I was wondering if anyone knows a source for finding our the uk risk free rate of return

I have a project where I have to download the daily share price for 5 FTSE1000 firm for jan2002-Dec2004 and calculate the beta values.

I then have to downlaod daily prices for Jan 2005-Feb 2005 and show the actual daily returns as well as the predicted daily returns for the shares, using my estimated beta values.

For this I need the risk free rate of return for the UK- is there anywhere I can get this?

Thanmks in Advance

 

[SOCRATES]

If you use 0% as a coefficient you will find it to be very realistic indeed.

 

[MariborKev]

Anyone know where I can data on the return on UK 3 Treasury Bills for the period Jan- Feb 2005

 

[A Dashing Blade]

Anyone know where I can data on the return on UK 3 Treasury Bills for the period Jan- Feb 2005

http://www.dmo.gov.uk ?

 

[Rhody Trader]

I was wondering if anyone knows a source for finding our the uk risk free rate of return

Maybe this isn't your question, but it seems that no one has indicated which instrument you should be looking at. The answer to that question (if required) is that you should use whichever UK government security which most closely matches the intended holding period of the securities in your "portfolio".