Acharya N G Ranga Agricultural University 2006 M.B.A Financial Management , - Question Paper

M.B.A. DEGREE EXAMINATION, DECEMBER 2006
Final Year
(A - FINANCIAL MANAGEMENT)
Paper-I : SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT

Time : 3 hours Maximum : 75 marks

PART - A
ans any 3 ques.
(3 x five = 15)

1. (a) Expected return. (b) Systematic risk.
(c) Efficient Portfolio (d) Yield to maturity
(e) Beta coefficient (f) Bullish market.

PART - B
ans any 3 of the subsequent ques..
(3 x 15 = 45)

2. define the wide array of investment avenues.
3. describe new problem market. How is it related to the secondary market?
4. elaborate the functions of stock exchanges?
5. Why does an investor need stock market indices?
6. What is risk return analysis? Why is it necessary for securities?
7. A 4 year band with a maturity value of Rs.1,000 with 7% coupon rate is currently selling at Rs.905. What is its yield to maturity?

PART C - (15 marks)

8. Consider the subsequent info for 3 mutual funds, A, B, C and the market.
Mean Return (%) Standard Deviation (%) Beta
A 12 18 1.1
B 10 15 0.9
C 13 20 1.2
Market 14 17 1.00

The mean risk free rate is 6%. compute Treynors measure, sharper measure and
Jensen measure for the 3 mutual funds and the market index.

Earning:   Approval pending.