Code To create SML line and to find stocks above and below SML line

AI & Machine learning
1

Dear Team ,



In "Quantitative Portfolio Management" -> "Section 9 - Capital Asset Pricing Model (CAPM) "-> " Security Market Line" , Need code  To create SML line and to find stocks above and below SML line



Thank you !!!

WIth Warm Regards

Nandagopal

2

Hi Nandagopal



We will surely consider your suggestion.

In the meantime, you can refer to following links and try to code it on your end.



Capital Asset Pricing Model

Security Market Line



Feel free to write back in case you are stuck.

3

Hi ,



Any help on the above query . Also where can i get "Rf = The Risk-free rate of return on an investment"  for Indian Markets which is used in CAMP models . Currently MIBOR rate and 10yrs Bond intereset rates are different . 



Please provide link to download historic Risk-Free Rate  of Return(Rf) .



Thank you !!!

With Warm Regards

Nandagopal