Calcular el CAPM de las acciones de Ko con los datos presentados

Datos

CAPM= RF + B(RM
Re:Rendimiento esperado de la empresa
Rf:Rendimiento libre de riesgo
B:Beta del mercado(cuanto mas cerca a 1 es mas riegoso)
Rm:Riesgo del mercado

CAPM
Rf 2.97%
B
Rm 4.00%
CAPM= RF + B(RM-RF)
 kO RM(S&P500)
CO RI
Date Adj Close Adj Close S&P RM (RETORNO)
(RETORNO)
Jul 01, 2018 43.99 2,713.22 1.196% -0.189%
Jun 01, 2018 43.47 2,718.37 1.994% 0.484%
May 01, 2018 42.62 2,705.27 -0.490% 2.161%
Apr 01, 2018 42.83 2,648.05 0.375% 0.272%
Mar 01, 2018 42.67 2,640.87 0.495% -2.688%
Feb 01, 2018 42.46 2,713.83 -9.196% -3.895%
Jan 01, 2018 46.76 2,823.81 3.727% 5.618%
Dec 01, 2017 45.08 2,673.61 1.076% 3.434%
Nov 01, 2017 44.6 2,584.84 -0.469% 0.372%
Oct 01, 2017 44.81 2,575.26 2.964% 2.219%
Sep 01, 2017 43.52 2,519.36 -1.181% 1.930%
Aug 01, 2017 44.04 2,471.65 -0.632% 0.055% BETA
Jul 01, 2017 44.32 2,470.30 3.046% 1.935%
10.000%
Jun 01, 2017 43.01 2,423.41 -1.353% 0.481%
May 01, 2017 43.6 2,411.80 5.365% 1.158%
f(x) = 0.7796817346x5.000%
- 0.001230837
Apr 01, 2017 41.38 2,384.20 2.578% 0.909%
Mar 01, 2017 40.34 2,362.72 1.153% -0.039%
Feb 01, 2017 39.88 2,363.64 0.936% -8.000% -6.000% -4.000% 3.720% 0.000%
-2.000% 0.000% 2.000% 4.000
Jan 01, 2017 39.51 2,278.87 -1.027% 1.788%
Dec 01, 2016 39.92 2,238.83 4.970% 1.820% -5.000%
Nov 01, 2016 38.03 2,198.81 -4.830% 3.417%
Oct 01, 2016 39.96 2,126.15 0.986% -1.943% -10.000%
Sep 01, 2016 39.57 2,168.27 -2.537% -0.123%
Aug 01, 2016 40.6 2,170.95 -0.466% -0.122%
-15.000%
Jul 01, 2016 40.79 2,173.60 -3.019% 3.561%
Jun 01, 2016 42.06 2,098.86 1.643% 0.091%
May 01, 2016 41.38 2,096.95 -0.457% 1.532%
Apr 01, 2016 41.57 2,065.30 -2.669% 0.270%
Mar 01, 2016 42.71 2,059.74 7.555% 6.599%
Feb 01, 2016 39.71 1,932.23 0.506% -0.413%
Jan 01, 2016 39.51 1,940.24 -0.101% -5.074%
Dec 01, 2015 39.55 2,043.94 1.567% -1.753%
Nov 01, 2015 38.94 2,080.41 0.646% 0.050%
Oct 01, 2015 38.69 2,079.36 6.467% 8.298%
Sep 01, 2015 36.34 1,920.03 2.021% -2.644%
Aug 01, 2015 35.62 1,972.18 -4.273% -6.258%
Jul 01, 2015 37.21 2,103.84 5.590% 1.974%
Jun 01, 2015 35.24 2,063.11 -4.239% -2.101%
May 01, 2015 36.8 2,107.39 0.988% 1.049%
Apr 01, 2015 36.44 2,085.51 0.858% 0.852%
Mar 01, 2015 36.13 2,067.89 -6.350% -1.740%
Feb 01, 2015 38.58 2,104.50 5.180% 5.489%
Jan 01, 2015 36.68 1,994.99 -2.499% -3.104%
Dec 01, 2014 37.62 2,058.90 -5.168% -0.419%
Nov 01, 2014 39.67 2,067.56 7.043% 2.453%
Oct 01, 2014 37.06 2,018.05 -1.121% 2.320%
Sep 01, 2014 37.48 1,972.29 2.265% -1.551%
Aug 01, 2014 36.65 2,003.37 6.201% 3.766%
Jul 01, 2014 34.51 1,930.67 -6.553% -1.508%
Jun 01, 2014 36.93 1,960.23 3.532% 1.906%
May 01, 2014 35.67 1,923.57 0.309% 2.103%
Apr 01, 2014 35.56 1,883.95 6.340% 0.620%
Mar 01, 2014 33.44 1,872.34 1.211% 0.693%
Feb 01, 2014 33.04 1,859.45 0.978% 4.312%
Jan 01, 2014 32.72 1,782.59 -8.450% -3.558%
Dec 01, 2013 35.74 1,848.36 3.534% 2.356%
Nov 01, 2013 34.52 1,805.81 1.559% 2.805%
Oct 01, 2013 33.99 1,756.54 5.200% 4.460%
Sep 01, 2013 32.31 1,681.55 -0.768% 2.975%
Aug 01, 2013 32.56 1,632.97 #DIV/0! #DIV/0!
 0.901%
CALCULO
COVARIANZA 0.00058 COVARIANZA(EMPRESSA, MERCADO)
VARIANZA 0.00075 VARINZA(EMPRESA)

CALCULO
BETA 0.7797 BETA=COVARIANZA/VARIANZA
BETA 0.7797 BETA=PENDIENTE(EMPRESA(Y);MERCADO(X)

BETA
0.000%

x5.000%
- 0.001230837

0.000%
0% 0.000% 2.000% 4.000% 6.000% 8.000% 10.000%

5.000%

0.000%

5.000%