CAPM 問題: 想問怎樣可查到risk free rate?

2008-03-28 6:43 am
i checked online and it is said that the risk free rate = T bond yield at the same period. Where and how can i found the figure then ?

i need to use the CAPM to value a hong kong stock.

thank you !

回答 (1)

2008-03-28 6:46 pm
✔ 最佳答案
From bloomberg website attached below, we know that the US Treasuries with different tenors are: 3M(1.29%),6M(1.47%),2Y(1.69%),5Y(2.57%), 10Y(3.53%) and 30Y(4.39%).


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