Search for short term US treasury bill rates during that time period. US T-bills are commonly used as the standard risk free rate
Yep usually US Treasury Bills are used as the risk free rate. Here's a link to the Treasury's website with yields for you:
http://www.treasury.gov/resource-center/...
T-Bill rates are basically zero right now due to "quantitative easing" (aka money printing). The quotes you are seeing are in percent, so 0.05 really means 0.05%. In other words, the rate is basically zero. Just stick zero into the CAPM and you will get pretty much the exact same result.
umm? RBI's site? Im guessing a treasury bill's rate would be considered Rf.
So I am doing a CAPM of a stock between 01/2009-12/2013, where can I get the risk free rate? and how do I solve it?