B.Com In Investment Management SEM III 2018 2019 Oct 2019 INV. MGT SECURITY AND PORTFOLIO MANAGEMENT I Question Paper - Mumbai University | munotes

Questions asked in this paper

• 2) Figures to the right indicate full marks

1. Q4 investment means exchange of shares, bonds, real estate, etc. (economic, objectives do not have priority and are not very painful. (short term high
2. Q6 Beta of the market is always equal to (zero, | ,-1) is the first step in portfolio management (analysis, selection, revision) 8 Standard deviation and variance are statistical measures used to in
3. Q9 indicates of securities in a portfolio. (nominal, number, network)
4. Q10 A portfolio which provides highest return at lowest risk is known as
   • B) the following and rewrite. (any 7) 7
5. Q4 Diversification of risk d) Multi index model
6. Q10 R= a+ j) Buying & selling of securities Paper Subject Code: 79907 Security Analysis and Portfolio Management I
   • Q.P. Code:
7. Q2 What is the meaning of investment? What are the characteristics of investment? 7 marks
   • B) Explain the role of portfolio managers in managing of funds. 8
8. Q2 P) What are the advantages of portfolio management? 8 marks
   • Q) Explain the types of investors. 7
9. Q3 Calculate Beta of the following security. Returns on Market % 7 marks
   • B) Find out the risk and return for X & Y. 8
10. Q3 P) Calculate portfolio risk and return. 7 marks
    • Q) Explain the Markowitz “Modern Portfolio theory” in detail. Paper Subject Code: 79907 Security Analysis and Portfolio Management I 8
    • Q.P. Code: 23528
11. Q4 Explain the concept of Portfolio Revision. What are the strategies used for revision of
    • B) Why is there a need to evaluate your The details of three portfolios are given below. Compare these portfolios on performance using the sharpe’s, treynor’s and Jenson’s measures. Comment and rank them according to the performance The risk free rate of return is 9%. (15) of Rs. 100 face value carries a coupon rate of 15% and is redeemable after 7 years at a premium of 5%. If the required rate of return is 16%, what is the present value of the bond? The current market price of the bond is Rs. 150. Advise the investor whether the bond should be purchased or not. (7) 7
    • B) A bond of Rs. 1000 has a coupon rate of 6% p.a. and maturity period is 3 years. The bond és currently selling at Rs. 900. What is the yield to maturity in investment of this Write short notes on (any 3) (15)
    • a) Multi-index
    • b) Bond Risks
    • d) Decomposition of performance
    • e) Types of investments Paper Subject Code: 79907 Security Analysis and Portfolio Management I
    • Q.P. Code: 23528
12. Q4 A) Explain the concept of Portfolio Revision. What are the Strategies used for revision of
    • B) Why is there a need to evaluate your portfolio? The details of three portfolios are given below. Compare these portfolios on performance using the sharpe’s, treynor’s and Jenson’s measures. Comment and rank them according to the performance The risk free rate of return is 9% 7
13. Q5 A) A bond of Rs. 100 face value carries a coupon rate of 15% and is redeemable after years at a premium of 5%. If the required rate of return is 16%, what is the present value of the bond? The current market price of the bond is Rs. 150. Advise the investor whether the bond should be purchased or not. (7) 7 marks
    • B) A bond of Rs. 1000 has a coupon rate of 6% p.a. and maturity period is 3 years. The bond is currently selling at Rs. 900, What is the yield to maturity in investment of this Write short notes on (any 3) (15)
    • a) model
    • b) Bond Risks
    • d) Decomposition of performance
    • e) Types of investments

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