B.Com In Investment Management SEM III 2023 2024 2024 SECURITY ANALYSIS & PORTFOLIO MANAGEMENT I Question Paper - Mumbai University | munotes

Questions asked in this paper

• N.B. (1) All questions are compulsory. (2) Figures to the right indicate marks allotted to each

1. Q1 (A) Choose the most suitable alternative for the following: (Any Eight) 8 marks
2. Q1 An “aggressive” common stock would have a
   • (a) greater than one (b) equal to zero (c) less than one (d) equal to one
3. Q2 Which of the following is a financial investment?
4. Q3 The beta of the risk free asset is
5. Q4 The fundamental analysis approach has been associated with
6. Q5 The market
7. Q6 Which of the following is tax saving investment?
8. Q7 Aprice weighted index is an arithmetic meen of
   • (a) Future prices (b) current prices (c) quarter prices (d) none of these
9. Q8 Post office operates as a
10. Q9 Bond holders usually accept interest payment each
11. Q10 A bond that has no collateral is called
    • (B) State with reasons whether the following statements are true or false: 7
12. Q1 The objective of portfolio revision is the same as the objective of portfolio selection
13. Q2 Brokerage paid on purchase of a security will be added to its cost
14. Q3 Portfolio revision involves changing the existing mix of securities
15. Q4 The decomposition of total return is useful in identifying the different skills involved in
16. Q5 Risk is highest in callable bonds VCD/ SYBIM SEM III SUBJECT NAME: SAPM 75 Marks
17. Q6 Portfolio risk cannot be reduced with diversification
18. Q7 a bond is issued with a small maturity
19. Q8 The total return on a portfolio includes only risk free return
20. Q9 Equity risk applies to debt investments such as bonds
21. Q10 A bond containing a put provision is said to be callable
22. Q2 (A) Explain the Phases of Portfolio Management. 8 marks
    • (B) Difference between: Speculation V/s. Gambling. 7
23. Q2 (C) Compare Portfolio performance using Sharpe and Treynor measures for the following The risk-free rate of is 8%
24. Q3 (A) Explain the Markowitz Model. 8 marks
    • (B) Write short note on Portfolio Revision. 7
25. Q3 (C) The rate of return on stocks of Stork Ltd. and Kite Ltd. Under different states of economy are presented below along with probability of the occurrence of each state of the economy. (15) Rate of return on stocks Stork Ltd(%) | 40 60 80 Rate of return on stocks of Kite Ltd (%) | 90 60 40 Calculate the expected rate of return and standard deviation of return for both companies. Also advise investor for his decision of investment. i

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