B.Com In Investment Management SEM IV 2019 20 Oct 2019-20 INV. MGT SAPM II 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 Fundamental analysis is a method of evaluating a security
3. Q2 Price level and inflation affect the economy of the country
4. Q3 As walk theory, changes in stock price are independent of each other
5. Q4 The semi- strong EMH also incorporates the weak-form hypothesis
6. Q5 Noise trading refers to trading on noise and not on fundamentals
7. Q6 The capital market theory is major extension of the portfolio theory of Markowitz
8. Q7 Examples of solvency ratio include Current ratio and quick ratio
9. Q8 Support level is the upper price level at which demand for shares gains momentum
10. Q9 Strong form covers the least amount of information. ‘
11. Q10 All security factors are determined by CML ‘ Match the following (any 7) 7 Marks
12. Q2 Tool used in technical analysis b)Weak
    • f)reaction waves 8.Bear Market 10.Fundamental Analysis
13. Q2 Following is the Balance sheet of Hitesh Ltd. as on 31% December 2018. 10 each 8,00,000 Plant & Machinery 5,00,000 Creditor 2,00,000 Cash and Bank 1,20,000 15 marks
    • a) Cost of Goods Sold = Rs. 18,00,000
    • b) Administrative and other expenses = Rs. 2,00,000 \
    • c) Sales 30, 00,000
    • e) Market Price of the share = Rs.50 per Share You are required to calculate:
14. Q1 Return on Equity
15. Q7 P/E Ratio
16. Q2 a) Balance sheet of Bajaj Auto limited as on 31-12-2012 was as follows: 8 % loan on mortgage 64,000 Furniture & Fixture 32,000 Bills Payable 16,000 Investments ( Short-Term) 8,000 Profit & Loss A/C 24,000 Cash in hand 24,000 From the above Compute: 15 marks
    • a) Current Ratio
    • b) Quick Ratio
    • d) proprietary Ratio
17. Q3 a) The expected return and beta factors of three securities are as follows: Risk free return is 9% Compute expected return as per Capital Asset Pricing Model (CAPM) 8 marks
    • b) Discuss Arbitrage Pricing Theory. 7
18. Q3 c) The expected return and Beta of Three securities are as follows: If risk free rate is 9 % and market return are 14 % which of the above securities are over, under or currently valued in the market? What should be your strategy? 8 marks
    • d) Distinguish between CML and SML 7
19. Q4 a) what is technical analysis? Explain its principles. 8 marks
    • b) Explain Elliot Wave Theory 7
20. Q4 c)Calculate the degree of operating leverages, degree financial leverages and degree of Combine leverages for the following firms. (8 Marks)
    • d) Explain Dow theory? 7
21. Q5 a) Discuss the chart pattern in technical analysis? 8 marks
    • b) What are the factors affecting stock return? 7
22. Q5 Write short notes ( Any 3) 15 marks
23. Q1 Standard Deviation
24. Q3 Market Indicators
25. Q4 Moving Average

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