Bachelor of Management Studies (B.M.S.) SEM V 2019 20 Nov 2019-20 FINANCE INVESTMENT ANALYSIS PORTFOLIO MANAGEMENT Question Paper - Mumbai University | munotes

Questions asked in this paper

• (2) Figures to the right indicate marks allotted to each question

1. Q1 (A) Match the following columns. (Any 8) Treynor’s Measures a) Based on an analysis of the fundamental factors and
2. Q2 Measures b) CAPM
3. Q4 Portfolio Evaluation d) Last step in the process of Portfolio Management
4. Q1 (B) Give True or False: (Any 7) | 7 marks
5. Q1 Examples of solvency ratio include current ratio and quick
6. Q2 Price level and inflation affect the economy of the country
7. Q3 The efficient market hypothesis (EMH) states that the financial markets are
8. Q4 Risk is measured by variability in returns
9. Q5 ‘A risky asset is one whose return is certain as a Government
10. Q6 The higher the risk of a security, the lower would be the return expected 7), Portfolio revision involves changing the existing mix of securities
11. Q8 refers to the evaluation of the performance of the portfolio
12. Q9 The total return ona portfolio includes only risk free return
13. Q10 Investing in equity share is a tax Saving investment
14. Q2 (A) Distinguish among Investment, Speculation and Gambling. (O8 Marks)
15. Q2 (B) Explain in brief the Investment avenues,
16. Q2 Calculation of Beta of each of the two companies with the help of given information, (08 Marks)
17. Q2 (D) The rate of return of stock M Ltd. and V Ltd. As under Return on stock M Ltd. (%) 55 Return of stock V Ltd. (%) 55 Calculate the expected return and standard deviation of both the
18. Q3 (A) Compare the following portfolios according to Jensen’s measure of portfolio evaluation and rank them . (08 Marks) Portfolio Return on portfolio (%) Risk free return
19. Q3 (B) Calculate Expected return and Standard Deviation. 7 marks
20. Q3 (C) The Security return and Beta factors of 4 securities are as follows: thelrisk free rate is Calculate Average Market return for each under CAPM. Marks)
21. Q3 (D) The details of three portfolios are given below Compare these portfolio on performance using Sharpe and Risk Free return is 8 %. (07 Marks)
22. Q4 (A) Distinguish between Fundamental Analysis and Technical Analysis
23. Q4 (B) What are Charts? Explain the types of charts. 7 marks
24. Q4 Hero Ltd. has presented its financial information for the year ended 31st March 2019 Earnings before interest and taxes 16,00,000 2,00,000 Equity shares of 10 each 20,00,000 Reserve and surplus 10,00,000 Provision for taxation
    • (v) Debt Equity Ratio 5, As Portfolio Management Consultant, you are approached by Mr. Puri, aged 27 with investible funds of Rs. 50 lakhs. He wants to know from you the , 15
    • (i) What are the investment avenues available to him which will give a suitable return wit!
    • (ii) What are the various types of risks? Give short notes on: (Any Three) Marks) 15
25. Q5 Mutual Fund

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