B.Com In Banking & Insurance (BCBI) Sem VI 2022 2023 May 2023 I SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT Question Paper - Mumbai University | munotes

Questions asked in this paper

• 2) Figures to the right indicate full marks

1. Q2 The concept of financial investment means addition to
   • a) Capital stock b) Future income c) rate of return d. risk
2. Q3 Investors who prefer lower returns with known risks rather than higher Returns with unknown risks is
3. Q4 is a speculator who expects decline in price
4. Q5 Shares of known and financially sound companies are called
5. Q6 Beta is type of
6. Q7 form of efficient market reflects both public and private information
7. Q8 is a technique of reducing the risk involved in a portfolio
8. Q9 Current Ratio = Current Assets divided by
9. Q10 Technical Analysis was developed by
   • (B) Give True or False: (Any 7) 7
10. Q1 Diversification helps to reduce unsystematic risk
11. Q2 Fundamental analysis is a method of evaluating a security
12. Q3 Examples of Profitability ratio include current ratio and quick ratio
13. Q4 The efficient market hypothesis (EMH) states that the financial markets are inefficient
14. Q5 Business risk is example of unsystematic risk
15. Q6 Jenson measure is based on CAPM
16. Q7 Stock Market Index shows the performance of the company
17. Q8 Portfolio Management involves changing the existing mix of securities
18. Q9 Operating leverage represents ability to use fixed operating cost
19. Q10 Time is important factor for investment
20. Q2 (A) Explain concept of investment &its characteristics. 8 marks
    • (B) Explain the phases of Portfolio Management. Paper Subject Code: 85502 Security Analysis and Portfolio Management The rate of return of stock of SAM Itd and CAM under different State of economy are given below : 15 Marks Probability Returns of Returns of 7
    • (a) Calculate the expected return and standard deviation of return on both the stock
    • (b) If you could invest in either stock, but not in both, which stock would you prefer? Marks
21. Q3 Following information is available relating to LG Limited and PG limited 15 marks
    • (i) Earnings per share (ii) P/E Ratio (iii) Dividend Payout Ratio (iv) Return on Equity Shares
    • (v) Current Ratio ,( vi) Quick ratio ,( vii) Debt-equity ratio (viii) Which company is good
22. Q3 a) Explain different types of charts 8 marks
    • b) Explain the Efficient Market Hypothesis. 7
23. Q4 a) The details of three portfolios are given below. Compare the portfolios B Itd and K Itd on performance using Sharpe, Treynor and Jenson measures and rank the portfolios. Risk Free return is 8 % Paper Subject Code: 85502 Security Analysis and Portfolio Management 8 marks
    • b) A Government of India bond of Rs.1,100 each has a coupon rate of 9% p.a. and maturity period is 7 years. If the current market price is Rs.1020. Find YTM. 7 Marks
24. Q4 a) Explain various Investment Avenues. 8 marks
    • b) What are the different types of risks. 7
25. Q5 a). Calculate of Beta 8 marks
    • b) Calculate the operating leverage, financial leverage and combined leverage from the following data 7 Marks Output (in units) 1,00,000
26. Q5 Give short notes on: (Any three) 15 marks
27. Q1 Dow Theory
28. Q3 Difference between Fundamental Analysis and technical analysis
29. Q4 Difference between Investment and Speculation
30. Q5 Types of investors

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