Exam Details
| Subject | security analysis and portfolio management | |
| Paper | ||
| Exam / Course | m.b.a. in a - financial management | |
| Department | ||
| Organization | acharya nagarjuna university-distance education | |
| Position | ||
| Exam Date | May, 2018 | |
| City, State | new delhi, new delhi |
Question Paper
Total No. of Questions 08] [Total No. of Pages 02
M.B.A. DEGREE EXAMINATION, MAY 2018
Third Year
A-FINANCIAL MANAGEMENT
Security Analysis and Portfolio Management (Optional)
Time 3 Hours Maximum Marks :70
SECTION A
Answer any three questions. × 5 15)
Q1) Security valuation
Industry analysis
Money lenders
Debt. Equity ratio
Open ended mutual fund
Portfolio manager
SECTION B
Answer any three questions. × 15 45)
Q2) What are the components of investment risk?
Q3) Discuss the procedure for valuation of securities.
Q4) What are the functions of S.E.B.I.?
Q5) Explain the concept of efficient market hypothesis?
Q6) Explain the process of portfolio revision.
Q7) Discuss the significance of performance evaluation of managed portfolio.
(DBUS31)
SECTION C
(Compulsory)
Q8) Case study:
The evergreen Investment Company manages a stock fund consisting of four
stocks with the following market values and betas.
Stock Market Value Beta
Bell 2,00,000 1.16
Sell 1,00,000 1.20
Grill 1,50,000 0.80
Shrill 50,000 0.50
If the risk free rate of interest is 9 percent and the market return is 15 percent,
what is the portfolio's expected return?
M.B.A. DEGREE EXAMINATION, MAY 2018
Third Year
A-FINANCIAL MANAGEMENT
Security Analysis and Portfolio Management (Optional)
Time 3 Hours Maximum Marks :70
SECTION A
Answer any three questions. × 5 15)
Q1) Security valuation
Industry analysis
Money lenders
Debt. Equity ratio
Open ended mutual fund
Portfolio manager
SECTION B
Answer any three questions. × 15 45)
Q2) What are the components of investment risk?
Q3) Discuss the procedure for valuation of securities.
Q4) What are the functions of S.E.B.I.?
Q5) Explain the concept of efficient market hypothesis?
Q6) Explain the process of portfolio revision.
Q7) Discuss the significance of performance evaluation of managed portfolio.
(DBUS31)
SECTION C
(Compulsory)
Q8) Case study:
The evergreen Investment Company manages a stock fund consisting of four
stocks with the following market values and betas.
Stock Market Value Beta
Bell 2,00,000 1.16
Sell 1,00,000 1.20
Grill 1,50,000 0.80
Shrill 50,000 0.50
If the risk free rate of interest is 9 percent and the market return is 15 percent,
what is the portfolio's expected return?