B.Com In Banking & Insurance (BCBI) Sem VI March 2025 March 2025 Security Analysis and Portfolio Management Question Paper - Mumbai University | munotes

Questions asked in this paper

1. Q1 Investors have to review and revise their portfolio
2. Q2 When profit after tax is 70 lakh and preference dividend is 12 lakhs with number of equity shares institution is set by government of India for dealing with all matters relating to security 25 marks
3. Q4 When market premium is 5% and beta is 1.2 with risk free return 8% then CAPM=
4. Q5 The primary purpose of investment is to
5. Q6 The objective of portfolio
6. Q7 Shares of known and financially sound companies are called as
7. Q8 Ifexpected return of A Ltd., B Ltd, C Ltd is 34.777%, 29.82% and 36.36% respectively then average returns of portfolio is
8. Q9 is a money market security
   • a) Debenture paper c) mutual fund d) gold and silver
9. Q10 If returns of Ram Ltd are 11%, 13%,12% and 10% in past 4years then the expected return of Ram
10. Q1 B) State true or False: (any 7out of 10) 7 marks
11. Q1 Public provident fund is a source of long time finance
12. Q2 Modern portfolio theory states that the risk can be reduced by diversification
13. Q3 Priya purchased 300 shares of ABC ltd of rupees 70 each by paying brokerage of 500 then
14. Q4 Risk is less when returns are high and it is more when return is low
15. Q5 The modern walk theory is not based on efficient hypothesis
16. Q6 Technical analysis believes stock market moment is 10% psychological and 90% logical
17. Q7 If Pb=92,000 and dividend =3,000 then HPR=80.98%
18. Q8 Listing of securities is compulsory for only government securities
19. Q9 share capital is rupees 6 lakhs market price of the share is rupees 20 and face value is rupees 10 then number of equity share= 30000
20. Q10 The relationship between stock return and market index structure is called beta Paper Subject Code: 85502 Security Analysis and Portfolio Management
    • A) List advantages of portfolio management 8
21. Q2 B) Write down steps for selection of Optimal Portfolio? 7 marks
22. Q2 C) Mr. Abraham wants to invest in of ABC & Co. & of XYZ & Co. The probabilities and returns of both companies are as follows [15 Marks] Calculate expected return and standard deviation of both companies and advise Mr. Investor whether he should
23. Q3 A) Toral Industries Ltd. gives you the following information for the year ended 31st March 2024: Profit before Interest and Tax Rs 16,50,000 80,000 Equity Shares of Rs 10 each Rs 8,00,000 15% Debentures of Rs 100 each Rs 7,00,000 Reserves and Surplus Rs 12,00,000 You are required to calculate: [15 Marks]
24. Q5 Book Value per Share and state whether it is worth investing in the equity shares of the
25. Q3 P) Explain any three types of chart as part of charting techniques in technical analysis? 8 marks
26. Q3 Q) What is the meaning of Portfolio Performance? 7 marks
27. Q4 A) From the following calculate the portfolio performance measure according to Jensen’s Model: Risk Free Rate of Return=10% [8Marks]
28. Q4 B) Vir is considering investment in one of the following bonds Recommend which Bond should be purchased? (FV of each bond is Rs. 1,00,000/ Will your answer change if the required rate of return is22%? Paper Subject Code: 85502 Security Analysis and Portfolio Management 7 marks
29. Q4 P) How is cost of Investments different from carrying amount of Investment? 7 marks
30. Q4 Q) Define Investment? Distinguish between Investment & Speculation. 8 marks
31. Q5 A) Compute the beta factors and expected returns for BHARATI AIRTEL Ltd Return in earlier years is> 8 Marks]
32. Q5 B) From the following information available for 2 firms, calculate the Earnings before Interest and Tax BIT), Earning per Share (EPS), the Operating Leverage and the Financial Leverage: [7 Marks} Number of Equity shares Write short notes on: (any 3 out of 5) [15 Marks]
33. Q1 Role of NSDL
34. Q2 Systematic and Unsystematic risk 3, Stock Market Index: SENSEX and NIFTY
35. Q4 Benefits of Depository systems

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