B.Com In Banking & Insurance (BCBI) Sem II 2022 2023 Apr 2023 I QUANTITATIVE METHODS II Question Paper - Mumbai University | munotes

Questions asked in this paper

• (1) Figures to the right indicate full marks

1. Q1 (A) Fill in the blanks using correct alternatives:(Any Eight) 8 marks
   • (1) If we reject Hy when Ho is actually true, then we are
   • (2) The linear function z which is to be minimized or maximized in a L.P.P. is called
   • (3) If the rows and the columns of a matrix are interchanged with each other, we get
   • (a)a row transformation of matrix (b) a column transformation of matrix
   • (c)inverse of matrix (d)transpose of matrix
   • (4) A matrix having n rows and column is called
   • (5) The duplicate ratio of 5:2 is
   • (6) If a:b:c = 5:6:4 then the ratio is equal to
   • (7) Return is calculated as total gain divided by
   • (8) The first systematic theory of portfolio management was put forth by
   • (a)Post office savings deposits (b)Time deposits with bank
   • (10) Infrastructure facilities
   • (B) State whether following statements are True or False:(Any Seven) (1} A sample of size 30 is a large sample 7
   • (2) The graph of 4x+3y < 12 half-plane FYBBI QUANTITATIVE METHODS II 2} HRS 75 MARKS
2. Q3 (A) Find the inverse of matrix A = s 0 | 8 marks
   • (B) Monthly incomes of A and B are in the ratio 7:4 and their expenditures are in the ratio 9:5. Each of them saves Rs.10,000. Find their incomes. (7) 8 (C) Ba find the matrix X such that 2A -B + X = 0 and
   • (D) In 4 days, 6 workers make 8 chairs. In 7 days, how many chairs will 9 workers
3. Q4 (A) For two shares S; and the following is known: return from = 4.6, Expected return from = 7.3 Total risk of investing in =78.40, Total risk of investing in S$, = 30.02 Covariance of returns from S, and = 29.98 If the portfolio has 20% invested in shares and 80% invested in shares then find the (i)Expected return of the risk of the portfolio (8)
   • (B) From the following information, calculate beta of the security. Returns on Security (%) | Returns on Market Portfolio (% 7
   • (C) Given below are returns of shares of VCC Ltd. and LCC Ltd. Calculate Expected returns and Total risk for both the companies. (10) Probability | Returns of
   • (3) A square matrix whose determinant is called a singular
   • (4) If two matrices are conformable, they can be added
   • (5) The triplicate ratio of 1:2 is 1:8
   • (6) Percentage of fraction 3/4 is 25%
   • (7) The single index model was proposed by Markowitz
   • (8) Risk is the chance of getting more returns of an investment
   • (9) GDP growth rate is the least important economic indicator,
   • (10) NNP is GDP minus depreciation
4. Q2 (A) the L.P.P. graphically. 8 marks
   • (B) For a class project, a group of students of Maths is instructed to interview 37 students from their college and note down the number of films seen by the students in the last month. The results for the sample i.e. group: mean=7.1, S.D.=3.6. Find out 99% confidence interval for the mean number of films seen in the last month by students of the college. (7)
   • (C) A random sample of size 40 was drawn and the sample mean was found to be 339 Test whether this sample has come from normal population with mean 342 and S.D is 11.2 at 5% level of significance. (8)
   • (D) A company manufactures two products X and Y and each unit of product has to through three machines A, B, C. Machine A can be operated for a maximum of 3000 minutes and it takes 10 minutes for one unit of product X and > minutes for one unit of product Y. Machine B can be operated for a maximum of 6000 minutes and it takes 5 minutes for one unit of product X and 10 minutes for one unit of product Y Machine C can be operated for a maximum of 500 minutes and it takes 1 minutes for one unit of product X and | minutes for one unit of product Y. Profit per unit of product X is Rs.10 and product Y is Rs.15. Formulate L.P.P. to maximize profit. (7) VCD/ FYBBI QUANTITATIVE METHODS II 23 HRS 75 MARKS
   • (D) Calculate the Expected return on the security. 5
5. Q5 (A) Explain the different types of matrices with example. 8 marks
   • (B) What is meant by null and alternate hypothesis? 7
   • (C) Answer any three of the following. 15
   • (i) Explain the terms GDP and GNP
   • (ii) Write short note on price level and inflation
   • (iii) Explain Type I and Type II error
   • (iv) Explain the problems in estimating GDP in India
   • (v) Write short note on nominal and real GDP

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