Exam Details
| Subject | investment and portfolio management | |
| Paper | ||
| Exam / Course | mba | |
| Department | ||
| Organization | rayalaseema university | |
| Position | ||
| Exam Date | December, 2017 | |
| City, State | andhra pradesh, kurnool |
Question Paper
M.B.A. DEGREE EXAMINATION, NOVEMBER/DECEMBER 2017.
Third Semester
INVESTMENT AND PORTFOLIO MANAGEMENT
Time 3 Hours Max. Marks 70
SECTION — A
Answer any FIVE questions. 12 60 Marks)
1. Explain the process of investment in detail.
2. What is investment? How it is different from speculation?
3. Explain various types of risks in detail.
4. Discuss various approaches to valuation of equity.
5. Discuss various factors to be analysed under economic analysis.
6. Explain Dow theory in detail.
7. Explain assumption of capital asset pricing model.
8. What are the objectives and functions of mutual funds?
SECTION — B
Compulsory. 10 10 Marks)
9. Case study
Give the following information
A B C D
Beta 1.1 0.8 1.8 1.4
Return 14.5 11.25 19.75 18.5
Standard deviation 20.0 17.5 26.3 24.5
Risk free rate of return is and market return is 12%. Calculate
Sharpe ratio
Treynor ratio
Jensen ratio.
———————
Third Semester
INVESTMENT AND PORTFOLIO MANAGEMENT
Time 3 Hours Max. Marks 70
SECTION — A
Answer any FIVE questions. 12 60 Marks)
1. Explain the process of investment in detail.
2. What is investment? How it is different from speculation?
3. Explain various types of risks in detail.
4. Discuss various approaches to valuation of equity.
5. Discuss various factors to be analysed under economic analysis.
6. Explain Dow theory in detail.
7. Explain assumption of capital asset pricing model.
8. What are the objectives and functions of mutual funds?
SECTION — B
Compulsory. 10 10 Marks)
9. Case study
Give the following information
A B C D
Beta 1.1 0.8 1.8 1.4
Return 14.5 11.25 19.75 18.5
Standard deviation 20.0 17.5 26.3 24.5
Risk free rate of return is and market return is 12%. Calculate
Sharpe ratio
Treynor ratio
Jensen ratio.
———————
Other Question Papers
Subjects
- accounting for management
- advertising and sales promotion
- banking and insurance management
- brand management
- business communication
- consumer behavior
- customer relationship management
- e-commerce
- employee empowerment
- enterprise resource planning (erp)
- entrepreneurship development
- financial derivatives
- financial markets and institutions
- infrastructure finance
- international business
- international financial management
- investment and portfolio management
- knowledge management
- labour legislation and administration
- management information systems
- management of change and organisation development
- multinational financial management
- organisational behaviour
- principles of management
- product and brand management
- retail management
- security analysis and portfolio management
- strategic human resource management
- strategic management
- total quality in human resources