Exam Details
| Subject | security analysis & portfolio management | |
| Paper | ||
| Exam / Course | mba | |
| Department | ||
| Organization | Gujarat Technological University | |
| Position | ||
| Exam Date | May, 2019 | |
| City, State | gujarat, ahmedabad |
Question Paper
Page 1 of 3
Seat No.: Enrolment
GUJARAT TECHNOLOGICAL UNIVERSITY
MBA (PART TIME)- SEMESTER EXAMINATION SUMMER 2019
Subject Code: 3549923 Date:08/05/2019
Subject Name: Security Analysis and Portfolio Management
Time: 10:30 AM To 01:30 PM Total Marks: 70
Instructions:
1. Attempt all questions.
2. Make suitable assumptions wherever necessary.
3. Figures to the right indicate full marks.
Q. No.
Marks
Q.1
Explain the terms
Beta Systematic investment plan zero coupon bond Limit order
PE Ratio
Stop Loss
Support Level
14
Q.2
What is Investment? Discuss various types of investments and also differentiate between investment and speculation
07
Briefly explain Markowitz portfolio theory with suitable illustration.
07
OR
What is Risk? Explain sources of Risk
07
Q.3
Differentiate between Fundamental Analysis and Technical Analysis.
07
Take any Industry in India of your choice and do Economic and Industry Analysis for the same.
07
OR
Q.3
The probability distribution of the rate of return on a stock is given below:
State of the economy
Probability of occurrence
Return in
Boom
0.6
45
Normal
0.2
16
Recession
0.2
-20
From the information above find the risk (Standard Deviation) of the stock
07
Page 2 of 3
Following is the information regarding return on stock X
Period
Return
1
10
2
16
3
24
4
5
12
6
15
From the information above find the risk(standard deviation) of the stock
07
Q.4
CASE STUDY:
Mr. Kartik Mehra is a young software
Professional having a very nice salary package. He wants to invest a part of his
Savings in stock market and has found stock of ABC Ltd a good choice. He has collected the following data on return of the stock and the market. You being
a finance expert, he has approached you for your advice.
Kindly answer his following questions from the data above.
Year
ABC Limited
Market
1
14
12
2
2
3
16
14
4
32
26
5
10
12
6
27
24
7
3
8
-20
-20
9
10
12
14
Calculate the standard deviation of the Market Return.
07
What is the beta of the stock of ABC Limited?
07
OR
Q.4
What are the benefits and risks involved with investing in equities?
07
Develop Characteristic line for the stock of ABC Limited.
07
Page 3 of 3
Q.5
CASE STUDY:
Mr Rahul Singhania is interested in investing in bonds . He feels that though bond investment in India is not as popular as investing in Equities, Indian bonds are good investment choice. For the same he has furnished you the details on Bond A.
Face value Rs1,000
Coupon
(Interest)
payable annually 12 percent
Yield 15 percent
Years to maturity 5
Redemption value 1,000
From the above information help him in finding answers to the following questions.
Find the duration of bond A.
07
Explain various types of bonds and also briefly discuss risks associated with bond investment.
07
OR
Q.5
Briefly discuss the concept of duration of the bond and properties of duration
07
Suggest how bond market in India can be made stronger and more vibrant.
07
Seat No.: Enrolment
GUJARAT TECHNOLOGICAL UNIVERSITY
MBA (PART TIME)- SEMESTER EXAMINATION SUMMER 2019
Subject Code: 3549923 Date:08/05/2019
Subject Name: Security Analysis and Portfolio Management
Time: 10:30 AM To 01:30 PM Total Marks: 70
Instructions:
1. Attempt all questions.
2. Make suitable assumptions wherever necessary.
3. Figures to the right indicate full marks.
Q. No.
Marks
Q.1
Explain the terms
Beta Systematic investment plan zero coupon bond Limit order
PE Ratio
Stop Loss
Support Level
14
Q.2
What is Investment? Discuss various types of investments and also differentiate between investment and speculation
07
Briefly explain Markowitz portfolio theory with suitable illustration.
07
OR
What is Risk? Explain sources of Risk
07
Q.3
Differentiate between Fundamental Analysis and Technical Analysis.
07
Take any Industry in India of your choice and do Economic and Industry Analysis for the same.
07
OR
Q.3
The probability distribution of the rate of return on a stock is given below:
State of the economy
Probability of occurrence
Return in
Boom
0.6
45
Normal
0.2
16
Recession
0.2
-20
From the information above find the risk (Standard Deviation) of the stock
07
Page 2 of 3
Following is the information regarding return on stock X
Period
Return
1
10
2
16
3
24
4
5
12
6
15
From the information above find the risk(standard deviation) of the stock
07
Q.4
CASE STUDY:
Mr. Kartik Mehra is a young software
Professional having a very nice salary package. He wants to invest a part of his
Savings in stock market and has found stock of ABC Ltd a good choice. He has collected the following data on return of the stock and the market. You being
a finance expert, he has approached you for your advice.
Kindly answer his following questions from the data above.
Year
ABC Limited
Market
1
14
12
2
2
3
16
14
4
32
26
5
10
12
6
27
24
7
3
8
-20
-20
9
10
12
14
Calculate the standard deviation of the Market Return.
07
What is the beta of the stock of ABC Limited?
07
OR
Q.4
What are the benefits and risks involved with investing in equities?
07
Develop Characteristic line for the stock of ABC Limited.
07
Page 3 of 3
Q.5
CASE STUDY:
Mr Rahul Singhania is interested in investing in bonds . He feels that though bond investment in India is not as popular as investing in Equities, Indian bonds are good investment choice. For the same he has furnished you the details on Bond A.
Face value Rs1,000
Coupon
(Interest)
payable annually 12 percent
Yield 15 percent
Years to maturity 5
Redemption value 1,000
From the above information help him in finding answers to the following questions.
Find the duration of bond A.
07
Explain various types of bonds and also briefly discuss risks associated with bond investment.
07
OR
Q.5
Briefly discuss the concept of duration of the bond and properties of duration
07
Suggest how bond market in India can be made stronger and more vibrant.
07
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