Punjab Technical University 2007 B.B.A EQUITY RESEARCH & PORTFOLIO MANAGEMENT - Question Paper

Roll No. ......................
Total No. of ques. : 13] [Total No. of Pages : 02
Paper ID [B0135]
(Please fill this Paper ID in OMR Sheet)
BBA (704) (S05) (Sem. - 5th/6th)

EQUITY RESEARCH & PORTFOLIO MANAGEMENT
Time : 03 Hours Maximum Marks : 75
Instruction to Candidates:
1) part -A is Compulsory.
2) Attempt any 9 ques. from part - B.

part - A
(15 × two = 30)
Q1)
a) Write a short note on Risk Management using futures and choices.
b) describe covered call.
c) elaborate the inputs needed in Black Scholes Model?
d) describe warrants.
e) Differentiate Put and call choice.
f) Differentiate Fundamental and tech. Analysis.
g) Write short note on Dow Theory.
h) Comment on the importance of charts in tech. Analysis.
i) Comment on Markowitz optimisation.
j) Comment on efficient market hypothesis.
k) Differentiate open and close ended mutual funds.
l) elaborate the different indicators used in valuation of portfolio.
m) What is the significance of beta in portfolio management?
n) What is Tactical Asset Allocation?
o) XYZ rises from Rs 50/- to Rs 75/- in three months and during the year the
stock also gave Rs 3/- as dividend. compute holding period return.
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part - B
(9 × five = 45)
Q2) elaborate the different factors determining the choice Values? define them
briefly.
Q3) Who are the users of future contracts? discuss with the help of examples.
Q4) Write note on characteristics of fixed income securities.
Q5) Differentiate forwards and futures. Also describe stock Index futures.
Q6) elaborate the different kinds of indicators used in tech. analysis? Support
your ans with suitable examples.
Q7) Write note on semistrong efficiency and elaborate the tests used in support
of semistrong form of market efficiency?
Q8) Diversification decreases risk. Comment.
Q9) Write Note on CAPM.
Q10) Classify Mutual funds according to various bases.
Q11) describe Risk. Show how to compute risk of 1 stock and portfolio of two
stocks?
Q12) Write short note on SEBI guidelines related to PMS.
Q13) What is an optimal Portfolio?s How the investor preferences are related to
it?
b b b b
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Earning:   Approval pending.