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Security Analysis and Portfolio Management

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32 views

Security Analysis and Portfolio Management

Uploaded by

abinthecyriac5678
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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3236 A Reg. No. .................

Name ......................

MBA DEGREE EXAMINATION, NOVEMBER 2023


Third Semester
BMBAFM05: Security Analysis and Portfolio Management
(2021 Admission - Supplementary)

Time: 3 Hours Maximum: 60 Marks


Answer all questions. Each question carries 10 marks.

1. (a) Define investment? What are the characteristic features of investment?


OR
(b) Describe briefly the important investment avenues available to investors in India?
2. (a) Distinguish between systematic and unsystematic risk? Analyse the risk-return relationship
in taking investment decisions?
OR
(b) What are the measures to be taken by an investor in minimizing the risk exposure?
3. (a) “Stocks are considered to be risky but bonds are not”, This is not fully correct. Elucidate.
OR
(b) Briefly explain the various bond value theorems.
4. (a) What do you mean by technical analysis? Briefly explain the tools used for technical
analysis?
OR
(b) “Efficient capital market is one in which security prices equal their intrinsic values at all
times”. Critically analyse the statement.
5. (a) Explain the single index model? How does it differ from the Markowitz model?
OR
(b) Distinguish between Treynor and Sharpe indices of portfolio performance. Which do you
recommend? Why?
6. Compulsory question
The following data give the market return and the ABC company scrip’s return for a particular
period. What is the beta value of the ABC company scrip?
Index Return(Rm ) Scrip Return (Ri )
0.50 0.30
0.60 0.60
0.50 0.40
0.60 0.50
0.80 0.60
0.50 0.30
0.80 0.70
0.40 0.50
0.70 0.60

(6×10=60)

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