EXCUTIVE M.B.A. DEGREE EXAMINATION, MAY 2017
First and Second Years
B-FINANCIAL MANAGEMENT
Security Analysis Portfolio Management
Time 3 Hours Maximum Marks: 70
SECTION-A × 5 15)
Answer Three questions
Q1) Securities.
Market hypothesis.
Industry analysis.
Preference capital.
Managed portfolios.
Equity shares.
SECTION-B × 15 45)
Answer Three questions.
Q2) Describe the nature and scope of investment decisions.
Q3) Write about methods used for valuation of shares.
Q4) What are the functions of security markets?
Q5) Discuss about technical analysis of equity investments.
Q6) Critically examine the theory of capital market.
Q7) Explain about portfolio process followed by investment companies.
SECTION-C
Compulsory
Q8) Case study:
A Portfolio Planner has gathered the following details from the Market. Construct
an efficient portfolio using the concept of single index of Sharpe. Risk free return is
and return on market portfolio is 12% with market variance of 18% marks)
Security Expected
Return
Beta Unsystematic

X 27 0.7 40
Y 25 1.2 30
Z 20 1 34
W 17 1 26
U 15 1.1 25
V 9 0.7 15