B.Com In Banking & Insurance (BCBI) Sem VI April 2024 April 2024 Security Analysis & Portfolio Management Question Paper - Mumbai University | munotes

Questions asked in this paper

• 2) Figures to the right indicate full marks,

1. Q1 is a Financial investment
2. Q2 is a market where short term-funds are borrowed and lent 3). refers to appreciation of investment 4).The beta of market is always
   • a) One b) positive c) negative d) less than one 5):This type of risk is avoidable through proper diversification
3. Q6 Debt Equity Ratio is a Ratio
   • a) Profitability b) c) Liquidity d) None of the above
4. Q7 CAPM, was developed by
   • a)William Sharpe b)Jenson d) None of the above: of chart daily high price, low price, opening price, and closing price?
   • a) Candle stick chart b) Point-and-figure chart c)Moving average chart d) Bar chart
5. Q9 In an efficient market, all the relevant reflected in the security
6. Q10 Study of company's financial statements is part of Analysis
   • a) Fundamental b) Technical c) Moral d) All of the above Paper Subject Code: 85502 Security Analysis and Portfolio Management
   • (B) Give True or False: (Any 7) 1The total return on a portfolio includes only risk free return 7
7. Q2 Portfolio performance is evaluated over a time interval
8. Q3 Speculation activity involves uncertain and fluctuating returns
9. Q4 Systematic risk is also known risk
10. Q5 APT requires more inputs as compared to CAPM
11. Q6 Beta is used as denominator in Sharpe's Ratio
12. Q7 Example of profitability ratios includes-current ratio and quick ratio
13. Q8 Fundamental analysis believe that price move in major trend:
14. Q9 Returns and Risk are inversely Proportional to each other
15. Q10 Portfolio risk cannot-be reduced with diversification Explain concept of investment & Distinguish between Investment and Speculation? (08 Marks)
    • (B) Explain the phases of Portfolio Management. 2.C) The rate of return of stock of Bright ltd and Light Itd under different state Marks) Of economy is below: 7
16. Q1 Calculate the expected rate of return and standard deviation of return on stock of li) As-an investor which company would you prefer for investment?
17. Q3 A) What is Fundamental analysis? it different from Technical analysis? 8 marks
    • B) Explain the Dow theory in detail, 7
18. Q3 C) Following information is available relating to BAY Ltd and DAY Ltd 15 marks
    • (iv) Return on Equity Shares. (v) Current Ratio, (vi) Quick ratio, Which company is good for investing? Paper Subject Code: 85502 Security Analysis and Portfolio Management
19. Q4 A) The details of three portfolios are given below Compare these portfolios on performance using Sharpe and Treynor measures and rank the portfolios. The Risk Free return is 9
    • B) A Government of India bond of Rs.1,000-each has rate of 9% maturity period years. If the current market price is Rs. YTM. (07 Marks) Explain various Tax saving Investment Avenues. (08 Marks)
    • D) What are the different types of investors? 7
20. Q5 A) Returns of TATA given for five years with market returns. You are required Beta Paper Subject Code: 85502 Security Analysis and Portfolio Management 8 marks
    • B) Calculate the Operating leverage, financial leverage and Combined leverage from the following data: (07 Marks) Output (in units) 15,000 5,000
21. Q5 C) Write short notes on: (Any three) 15 marks
22. Q3 Portfolio Revision
23. Q4 Advantages of Portfolio Management
24. Q5 Characteristics of Investment

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