Jawaharlal Nehru Technological University Hyderabad 2010-3rd Sem M.B.A -ester Supplementary s y/ust SECURITY ANALYSIS PORTFOLIO MANAGEMENT - Question Paper

code No: 311
JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD
MBA-III Semester Supplementary exams July/August 2010
SECURITY ANALYSIS PORTFOLIO MANAGEMENT
Time: 3hours Max.Marks:60
ans any 5 ques.
All ques. carry equal Marks
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1. Which of the financial market instruments has grown fastest since 1990? discuss
in detail.
2. How are the returns on managed portfolio attributed to stock selection and market
timing? explain with illustrations.
3. explain the procedure commonly used in practice to test the CAPM. What is the
empirical evidence on the CAPM?
4. If a bond manager expected interest rates to fall, which combination of coupon
rate, maturity and market sector would a rate anticipation bond strategy
emphasize?
5. explain the current state of the mutual funds in India and outline the causes for
their slow growth.
6. Compare and construct the Markowitz model utility concept and Sharpe model.
7. discuss the significance of book Value of equity shares and how does it differ
from par value and market value?
8. What is meant by Hedging? How do you manage the process of hedging?
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R05

Earning:   Approval pending.