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
EXECUTIVE M.B.A. DEGREE EXAMINATION, MAY 2018
First and Second Years
B-FINANCIAL MANAGEMENT
Security Analysis Portfolio Management
Time 3 Hours Maximum Marks :70
SECTION A
Answer any three questions. x 5 15)
Q1) Valuation of shares.
ROI.
Economic analysis.
Security market line.
Debt mutual fund.
Portfolio.
SECTION B
Answer any three questions. x 15 45)
Q2) Explain the nature and scope of investment decisions.
Q3) Describe the role of SEBI in regulating secondary market.
Q4) Explain in detail the efficent market hypothesis.
Q5) Explain markouuitz model of efficient frontier.
Q6) Explain Sharpe and Traynor's model for portfolio evaluation.
Q7) How do you differentiate between technical and fundamental analysis? Explain.
SECTION C
(Compulsory) (10 Marks)
Q8) Case Study
What is the optimum portfolio in choosing among the following securities and
assuming Rt=5 percent, and 2
m =10 percent?
Security Expected Return Beta
A 15 1.0 30
B 12 1.5 20
C 11 2.0 40
D 8 0.8 10
E 9 1.0 20
F 14 1.5 10
EXECUTIVE M.B.A. DEGREE EXAMINATION, MAY 2018
First and Second Years
B-FINANCIAL MANAGEMENT
Security Analysis Portfolio Management
Time 3 Hours Maximum Marks :70
SECTION A
Answer any three questions. x 5 15)
Q1) Valuation of shares.
ROI.
Economic analysis.
Security market line.
Debt mutual fund.
Portfolio.
SECTION B
Answer any three questions. x 15 45)
Q2) Explain the nature and scope of investment decisions.
Q3) Describe the role of SEBI in regulating secondary market.
Q4) Explain in detail the efficent market hypothesis.
Q5) Explain markouuitz model of efficient frontier.
Q6) Explain Sharpe and Traynor's model for portfolio evaluation.
Q7) How do you differentiate between technical and fundamental analysis? Explain.
SECTION C
(Compulsory) (10 Marks)
Q8) Case Study
What is the optimum portfolio in choosing among the following securities and
assuming Rt=5 percent, and 2
m =10 percent?
Security Expected Return Beta
A 15 1.0 30
B 12 1.5 20
C 11 2.0 40
D 8 0.8 10
E 9 1.0 20
F 14 1.5 10