How can i find the expected return of Australian Market to calculate CAPM for Roc Company?

i am calculating CAPM for Roc Oil company and i couldnt find the expected return of ASX ALL ORDINARIESHow can i find the expected return of Australian Market to calculate CAPM for Roc Company?
This is the problem with the CAPM. The expected return of any asset (including the market) is based on the utility function of the investor, so it is unique to each individual. For instance, you have a required rate of return on your investment. Does your mother have the same requirement?





Alternatively, if you believe in the laws of large numbers, and that the near future will be a replica of the past, you can take the expected return to be the average return over some past time period. In other words, take all the daily returns available to you, add them up and divide by the number of returns. This is an ok proxy for expected return, without adjusting for statistical bias. The inherrant flaw here is: do you expect the next year to be like the average?





The best you can do is to say that the risk free rate is the required rate of return.How can i find the expected return of Australian Market to calculate CAPM for Roc Company?
AIG was be a best stock to invest if you plan to invest for a long term, because AIG is too big to fail and beside AIG no longer need government bailout money. if you invest in AIG are now you returning profit is 10-30 times in 3-5 years.