Jawaharlal Nehru Technological University Hyderabad 2012-3rd Sem M.B.A Security Analysis and Portfolio Management (E5306), s, - - Question Paper
Regulations : R09
Subject : SAPM
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Code No: E5306
JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD MBA - III Semester Examinations, February -2012 SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT Time: 3hours Max. Marks: 60
Answer any five questions All questions carry equal marks
1 Explain the following:
a) What do you understand by Stock Markets, what is the role of BSE & NSE in price discovery?
b) How far SEBI able to provide investor protection in view of volatilities Sensex of BSE & NSE?
2. Explain the following:
a) What is Sharpes Single Index Model?
b) Explain the features of EMH-1, EMH-2 & EMH-3, are Indian markets are really efficient.
3. What do you mean by active & passive bond strategies and bond Immunisation, what is the impact of interest rate risk & reinvestment rate risk?
4. Explain the following:
a) Technical Analysis use of charts
b) Fundamental Analysis use of CAGR & Earning Multiples
5. Explain the following:
a) Structure, Organisation & Players in MFIs and their role in investor protection?
b) Differentiate Put & Call Options and how many standard number of options available?
6. Determine Portfolio Risk if Wa =30, Wb =70, SDa =25, SDb =30, If Rab +0.80,
0.00, -0.90? Also determine total Return of A & B, if Return on Security A is 28% & B is 32%.
7. Write Short Notes on the following:
a) Meaning & Concept of DMAT A/c, Electronic Limit Order Book, CSDL & NSDL.
b) Exchange Traded Funds
8. Write Short Notes on the following:
a) Duration of a Bond
b)The procedure to determine the price of unlisted securities of public limited companies.
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