B.Com In Banking & Insurance (BCBI) Sem VI 2018 2019 May 2019 SECURITY ANAYSIS AND PORTFOLIO MGT Question Paper - Mumbai University | munotes

Questions asked in this paper

• (2) Figures to the right indicate marks allotted to each question

1. Q1 (A) Match the following. (Any 8) 8 marks
2. Q1 (B) Give True or False: (Any 7) 7 marks
3. Q1 Small-cap stocks tend to offer more growth potential than large-cap stocks
4. Q2 Risk is highest in callable bonds
5. Q3 The higher the risk of a security, the lower would be the return expected from it
6. Q4 Speculative activities are harmful
7. Q5 Fundamental analysis is a method of evaluating a security
8. Q6 Examples of solvency ratio include current ratio and quick ratio
9. Q7 Price level and inflation affect the economy of the country
10. Q8 The efficient market hypothesis (EMH) states that the financial markets are inefficient
11. Q9 Risk is measured by variability in returns
12. Q10 A risky asset is one whose return is certain as a Government Security
13. Q2 (a) Distinguish between investment and Speculation? 8 marks
    • (b) Explain the phases of Portfolio Management. Paper Subject Code: 85502 Security Analysis and Portfolio Management 7
14. Q2 The rate of return of stock Alpha and Beta under different status of economy are given below :
    • (a) Calculate the expected return and standard deviation of return on both the stock
    • (b) If you could invest in either stock Alpha or stock Beta, but not in both
    • (c) Which stock would you prefer? 15
15. Q3 Following information is available relating to X Limited and Y Limited
    • (iv) Return on Equity Shares (v) Current Ratio As an analyst inform the investor which is good in investing. (15 Marks)
16. Q3 (a) Explain Technical Analysis and principles of Technical Analysis. 8 marks
    • (b) Explain Operating Leverage and Financial Leverage and its uses. 7
17. Q4 (a) The details of three portfolios are given below Portfolio Return on Portfolio Beta | Standard Deviation Paper Subject Code: 85502 Security Analysis and Portfolio Management Compare these portfolio on performance using Sharpe and Treynor measures Risk Free return is 8 %. (08 Marks)
18. Q4 (b) A Government of India bond of Rs.1,000 each has a coupon rate of 7.5% p.a. and maturity period is 10 years. If the current market price is Rs. 960. Find YTM. (O07 Marks)
19. Q4 (c) Give assumptions of the Efficient Market Hypothesis. (O08 Marks)
    • (d) Explain Capital Market Line with diagram. 7
20. Q5 (a) Returns of Apple Limited and Orange Limited are given for four years with market returns You are required to compute Beta of Apple Limited and Orange Limited (08 Marks)
    • (b) What are the three forms of efficient market? Explain. 7
21. Q5 Give short notes on: (Any three) 15 marks
22. Q1 Mutual Fund
23. Q2 Markowitz Model
24. Q4 Types of Leverages

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