B.Com In Investment Management SEM III ATKT INV. MGT SECURITY ANALYSIS PORTFOLIO MGT I Question Paper - Mumbai University | munotes

Questions asked in this paper

• 2) Figures to the right indicate full marks

1. Q1 A)_ Fillin the Blanks (Any 8) 8 marks
2. Q1 is an appraisal of portfolio performance. (Portfolio selection,
3. Q2 of the market is always equal to one. (ERR, Beta, Cov)
4. Q3 Modified method is method for calculating duration,
5. Q4 consists in taking high risks not only for high returns, but also for thrill and excitement. (Speculation/Gambling/Investment) strategy that involves making precise investments for outperforming an
6. Q6 Standard deviation and variance are statistical measures used to measure in investment (risk, return, volatility)
7. Q7 is the nominal rate of interest fixed and printed on the bond certificate
8. Q8 objectives do not have priority and are not very painful. (short term
9. Q9 refers to the possibility of incurring a loss in a financial transaction
10. Q10 The higher the , the higher is the return. (Risk/Rate/Refund)
11. Q1 B). Match the Column (Any 7) 2 [Taxsaving | B | Addition to Capital stock Multi index model | D | Reward to variability ratio Efficient Market Hypothesis Reward to volatility ratio Diversification of risk Bonds | Everyone knows all possible — to — know information and behaves Paper Subject Code: 79907 Security Analysis and Portfolio Management I 7 marks
12. Q2 A) What is the meaning of investment? Explain its features. 8 marks
    • B) What are the advantages of portfolio management? 07
    • C) Explain the role of portfolio managers in managing of funds. 08
    • D) Explain the types of investors. 07
13. Q3 A) Calculate Expected rate of return & Standard Deviation. Year Probability Return on Return on Security A (in | Security B (in %_) 8 marks
    • B) Calculate Beta. 07 Year Return on Market Return Security A (in (in % )
    • C) Calculate portfolio risk and return. 08
    • D) Explain the Markowitz “Modern Portfolio theory” in brief. 07 Define Portfolio Evaluation? Explain its need in portfolio management 08
    • B) Explain portfolio Revision and its constraints. 07
    • C) The details of three portfolios are given below. Compare these portfolios on 15 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 6% Market return is 10 % Paper Subject Code: 79907 Security Analysis and Portfolio Management I
14. Q5 A) of Rs. 100 face value carries a coupon rate of 10% and is redeemable after 6 years at a premium of 5%. If the required rate of return is 15%, 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 8 marks
    • B) A bond of Rs. 1000 has a coupon rate of 8% p.a. and maturity period is 6 years. 07 The bond is currently selling at Rs. 900. What is the yield to maturity in investment of this bond?
    • C) Write Short Notes (Any 3) 15 Decomposition of performance

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