Q. Where can I find risk free rate, market return and premium information in the library?

You can obtain risk free (RF) rate, market return and premium (equity risk premium) in Bloomberg.

For selected countries, run CRP in Bloomberg.  For other countries not listed in CRP, you can type an equity ticker followed by EQRP .

You can change the date at the top left to view it in a matrix. Alternatively, click on the country to view them historically. Select 95) to output into excel.

Alternatively, you can use screener (EQS), add exchanges (e.g. United States), add criteria 'Risk Premium' and click View Results.