Exam Details
| Subject | Security Analysis and Portfolio Management | |
| Paper | ||
| Exam / Course | Management Programme | |
| Department | School of Management Studies (SOMS) | |
| Organization | indira gandhi national open university | |
| Position | ||
| Exam Date | June, 2016 | |
| City, State | new delhi, |
Question Paper
1. Define investment. State and explain the elements and objectives of investment.
Explain the importance of risk and return in security analysis. How would you estimate risk and return for a common stock?
A firm has paid a dividend of Rs 5 per share last year. The growth in the dividends is expected to be per annum. Determine the estimated market price of the equity share if growth rate of dividend
rises to 10% and
falls to
Find the present market price of the share, if required rate of return of the investor is 15%.
3. "Fundamental analysis provides an analytical framework for rational investment decisions". Discuss.
4. Define Markowitz diversification. Explain the statistical methods used by Markowitz to obtain the risk reducing benefit.
What is Capital Market Theory? Explain how security market line will be determined.
Calculate the Sharpe's Index for Portfolios Y and Market from the following data
X Y M
Standard deviation 18% 16%
Return 14% 20% 20%
The risk free rate is 10% Which of the above portfolios you would prefer and why?
6. Define the Efficient Market Hypothesis. What kinds of empirical evidence were produced to reject the efficient market hypostasis
7. What is portfolio performance evaluation? Explain the Treynor's measure of portfolio evaluation.
8. What is portfolio revision? Explain the active and passive strategies in portfolio revision.
Explain the importance of risk and return in security analysis. How would you estimate risk and return for a common stock?
A firm has paid a dividend of Rs 5 per share last year. The growth in the dividends is expected to be per annum. Determine the estimated market price of the equity share if growth rate of dividend
rises to 10% and
falls to
Find the present market price of the share, if required rate of return of the investor is 15%.
3. "Fundamental analysis provides an analytical framework for rational investment decisions". Discuss.
4. Define Markowitz diversification. Explain the statistical methods used by Markowitz to obtain the risk reducing benefit.
What is Capital Market Theory? Explain how security market line will be determined.
Calculate the Sharpe's Index for Portfolios Y and Market from the following data
X Y M
Standard deviation 18% 16%
Return 14% 20% 20%
The risk free rate is 10% Which of the above portfolios you would prefer and why?
6. Define the Efficient Market Hypothesis. What kinds of empirical evidence were produced to reject the efficient market hypostasis
7. What is portfolio performance evaluation? Explain the Treynor's measure of portfolio evaluation.
8. What is portfolio revision? Explain the active and passive strategies in portfolio revision.
Other Question Papers
Departments
- Centre for Corporate Education, Training & Consultancy (CCETC)
- Centre for Corporate Education, Training & Consultancy (CCETC)
- National Centre for Disability Studies (NCDS)
- School of Agriculture (SOA)
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- School of Continuing Education (SOCE)
- School of Education (SOE)
- School of Engineering & Technology (SOET)
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- School of Foreign Languages (SOFL)
- School of Gender Development Studies(SOGDS)
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- School of Humanities (SOH)
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- School of Journalism and New Media Studies (SOJNMS)
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- School of Performing Arts and Visual Arts(SOPVA)
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Subjects
- Accounting and Finance for Managers
- Advanced Strategic Management
- Bank Financial Management
- Capital Investment and Financing Decisions
- Consumer Behaviour
- Economic and Social Environment
- Electronic Banking and IT in Banks
- Employment Relations
- Ethics And Corporate Governance In Banks
- Human Resource Development
- Human Resource Planning
- Information Systems for Managers
- International Banking Management
- International Business
- International Financial Management
- International Human Resource Management
- International Marketing
- Labour Laws
- Logistics and Supply Chain Management
- Maintenance Management
- Management Control Systems
- Management Functions and Behaviour
- Management of Financial Services
- Management of Human Resources
- Management of Information Systems
- Management of Machines and Materials
- Management of Marketing Communication and Advertising
- Management of New and Small Enterprises
- Management of Public Enterprises
- Management of R&D and Innovation
- Managerial Economics
- Managing Change in Organisations
- Marketing for Managers
- Marketing of Financial Services
- Marketing of Services
- Marketing Research
- Materials Management
- Operations Research
- Organisational Dynamics
- Organizational Design, Development and Change
- Product Management
- Production/Operations Management
- Project Management
- Quantitative Analysis for Managerial Applications
- Research Methodology for Management Decisions
- Retail Management
- Risk Management In Banks
- Rural Marketing
- Sales Management
- Security Analysis and Portfolio Management
- Social Processes and Behavioural Issues
- Strategic Management
- Technology Management
- Total Quality Management
- Wage and Salary Administration
- Working Capital Management