Sunday 11 November 2012

CAPM: Risk free rate and market return in Malaysia

In the Independent Advice Letter for the proposed Disposal of Hicom Power Sdn Bhd dated 9 November 2012
As a proxy of the risk free rate, we used 3.87%, the yield of 20-year Malaysian Government Securities as extracted from the Bank Negara Malaysia website. The 20-year tenure is in line with the concession period as per the O&M Agreement.
Expected market return of 10.61% was extracted from Bloomberg.
In the Independent Advice Letter for the proposed privatisation of KFC dated 12 October 2012
Risk free rate of 3.71% based on the 10-year Malaysian Government Bond yields
expected market return of 11.55% from Bloomberg

1 comment:

  1. hi how to extract the market return and risk free rate data from web? mind helping me because I have to do my assigment using these datas. Thx

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