Risk Free Rate Question

Apr 10, 2005
2
0
11
Derry
#1
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
 

Rhody Trader

Well-known member
Dec 11, 2004
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#5
MariborKev said:
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".