B.Com In Investment Management SEM III ATKT SAPM Question Paper - Mumbai University | munotes

Questions asked in this paper

1. Q1 a) State whether the following statements re True or false: (any 8) 8 marks
2. Q1 Investment in different types of securities help to minimize risk
3. Q2 Life insurance an investment for the security of life standard deviation means a higher risk and therefore a higher possible return
4. Q4 Risk tolerance is the degree of variance in returns an investor is willing to allow in a portfolio
5. Q5 The objective of portfolio revision is the same as the objective of portfolio selection
6. Q6 Event risk can also occur due to natural or industrial accidents or regulatory change
7. Q7 Investment is an act of conducting a risky financial transaction, in the hope of substantial profit
8. Q8 The single index model is the complex and the most rarely used simplification
9. Q9 The total return on portfolio includes only risk free return hed 10. A bond containing a put provision is said to be callable Match the following (any 7) 7 Marks 5.Sharpes Measure E)More complex and requires more data 7.Theorem Two G) Long Term Bonds Have more interest Rate 8.Type E Investor H) Capital gains from an interest rate decline exceed the Capital loss from an equivalent
10. Q2 a) Mr. Ram wants in company A or Company B the return on stock of company A and B and probabilities are given below: (8 MARKS ) Calculate expected return and standard deviation of both company and advise Mr. Ram , whether he should invest in company A or B
11. Q2 b) from the following calculate Beta of security. Return on Security (% ) | Return on Market Portfolio (% 7 marks
12. Q2 c) Define Investment. Explain its characteristics? 8 marks
    • d) What is portfolio management? Explain its phases. 7
13. Q3 a) from the following information calculates co-variances of a security with market. Year Return on Return on 8 marks
14. Q3 b) following information given in respect of three mutual fund and market. The mean risk free rate 6 % Calculate Sharpe’s Measure and Treynor’s Measure 7 marks
15. Q4 a) Evaluate performance of following portfolio and the market using the following data and Risk Free rate of return is 8 %
16. Q4 b) You are considering an investment in one of the following bonds: Name of Bond Coupon Rate Price Rs. 100 Per Value 7 marks
    • i) Calculate YTM for each Bond
    • ii) Which Bond would you recommend for invest?
17. Q4 c) Define Bond .Explain its Characteristics? 8 marks
    • d) Why Portfolio Evaluation is needed? 7
18. Q5 a) Explain risk — return and Importance of Risk return Trade off . 8 marks
    • b) What is the difference between investor and speculator? 7
19. Q5 C) Write short notes (Any 3) 15 marks
    • c) Bond Pricing
    • d) Markowitz Model
    • e) Types of Investors

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