B.Com. (Financial Management) SEM VI 2018 2019 May 2019 SECURITY ANALYSIS PORTFOLIO MGT Question Paper - Mumbai University | munotes

Questions asked in this paper

• 2. Figures to the right indicate marks

1. Q3 Working notes are part of solution
2. Q1 A) STATE WHETHER TRUE OR FALSE (Any 8) 8 marks
3. Q1 Investment in different types of Securities help to minimize Risk
4. Q2 The date when the bonds can be called is referred to as the call date
5. Q3 Fundamental analysis is a method of evaluating a security
6. Q4 Portfolio revision involves changing the existing mix of securities
7. Q5 Risk is measured by variability in returns
8. Q6 Time is not very important factor in Investment
9. Q7 The Single index model is the Complex and the most rarely used simplification
10. Q8 Examples of solvency ratios include current ratio and quick ratio
11. Q9 Strong form covers the least amount of information
12. Q10 A risky assets is one whose return is certain such as a government security
13. Q1 b) Match the column ( Any 7 ) 10.Arbitrage Pricing Theory 10.Bond prices and yields in opposite 7 marks
14. Q2 a) Mr. Ram wants to invest in company A or Company B the return on stock of company A and B and probabilities are given below: [8] Calculate expected return and standard deviation of both company and advise Mr. Ram , whether he should invest in company A or B
15. Q2 b) from the following calculate Beta of security. Year Return on Security Return on Market Portfolio 7 marks
16. Q2 c) Define Investment. Explain its characteristics? 8 marks
    • d) What is portfolio management? Explain its phases. 7
17. Q3 a) Evaluate performance of following portfolio by using Sharpe’s and Treynor’s measure of the following data and comment on the same. [8] Risk Free rate of return is 8 %
18. Q3 b) You are considering an investment in one of the following bonds: 7 marks
19. Q1 Calculate YTM for each Bond li) Which Bond would you recommend for invest?
20. Q3 c) Define Bond its Characteristics? 8 marks
    • d) Why Portfolio Evaluation is needed? 7
21. Q4 a) Following information is available relating to Lakshmi Ltd. and Saraswati Ltd. Equity Share Capital @ Rs. 10 Each 200 250 You are required to calculate: Dividend Payout Ratio. iv) Return on Equity Share 8 marks
22. Q4 b) The expected return and Beta of Three securities are as follows: If risk free rate is 7 % and market return are 12 % which of the above securities are over, under or currently valued in the market? What should be your strategy? 7 marks
23. Q4 c) Discuss Arbitrage Pricing Theory? 8 marks
    • d) Define Leverages. Explain types of Leverages. 7
24. Q5 a) Define the effective market Hypothesis in each of its three forms. 8 marks
    • b) Discuss chart pattern in technical Analysis. 7
25. Q5 Short Notes (Any 3) 15 marks
26. Q1 Moving Average
27. Q3 Types of Investment
28. Q4 Bond Duration
29. Q5 Technical Analysis

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