Bachelor of Management Studies (B.M.S.) SEM VI ATKT S RISK MGT Question Paper - Mumbai University | munotes

Questions asked in this paper

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1. Q1 a) Discuss various types of risk a briefly. 8 marks
   • b) What is credit risk? Explain the components of credit risk. 07
   • c) Explain market risk and give components of market risk. 08
   • d) Explain CAPM and give its assumptions. 07
2. Q2 a) What are Hedge Funds? Give characteristics of Hedge funds. 8 marks
   • b) Write a note on Efficient Market Hypothesis. 07
   • c) Describe the categories of Real Estate. 08
   • d) Write a note on Efficient Market Hypothesis. 07
3. Q3 A Explain Fundamental Analysis. 8 marks
   • b) Explain various hedging strategies. 07
   • c) Explain Long Hedging and Short Hedging. 08
   • d) Explain 'Delta' and 'Gamma' as measure of option sensitivities 07
   • a) From the following calculate Expected return and Standard Deviation: 15
   • b) Following are the investment details of Mr. Pratik. Calculate gain or loss based on his positions 15 He purchased 500 shares of ABC Itd. On 1" January 2015 at Rs.180 per share. He sold the shares on 1* January 2017 at Rs. 280 per share. He paid brokerage of Rs. 1000 and received a dividend of Rs.2000. Find out holding period return and annualized return
4. Q5 Write short notes on (Any three) : 15 marks
   • a] Beta
   • d] Inflation Risk
   • e] Basel Norms

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