Anna University Coimbatore 2010 M.B.A Anna University of Technology, Coitore s / Fourth Trimester 098400003 - Security Analysis & Portfolio Management - Question Paper
ANNA UNIVERSITY OF TECHNOLOGY, COIMBATORE MBA DEGREE EXAMINATIONS : NOV I DEC 2010 FOURTH TRIMESTER 098400003 - SECURITY ANALYSIS & PORTFOLIO MANAGEMENT (FOR CANDIDATES ADMITTED FROM 2009 BATCH ONWARDS)
TIME: 3 HOURS MAX. MARKS : 100
PART-A
(10x2 = 20 MARKS)
ANSWER ALL QUESTIONS
1. State the objectives of investment
2. Differentiate Investment with speculation and gambling.
3. Enumerate the various types of risks.
A What do you mean by Book Building?
5 What are the functions stock exchanges?
6. ABC company would pay Rs 2.50 as dividend per share for the next year and expected to grow indefinitely at 12%. What would be the equity value if the investor requires 20% return?
7. What is price earnings ratio. State the formula.
8. What is Oscillators?
9 Two Assets of a and B, have the following risk and return characteristics:
Ra = 22; Rb = 20, o, s 15 ab= 18; r3b = -1. Determine the minimum risk portfolio for A and B
10. What is SML?
1
(5x12 = 60 MARKS)
ANSWER ANY FIVE QUESTIONS
11. Describe the wide array of Investment avenues
12. How can the investors' protection be made effective?
13. Explain in detail the role and functions of OTCEI in Indian Capital Market.
14. Fundamental Analysis provides an analytical framework for rational investment of decision making" - Explain.
15. Explain the concept of Industry Life Cycle. Describe the different stages in Industry Life Cycle.
16. Explain in detail the Dow theory and how it might be used to determine the direction of the stock market.
Stock prices are like random numbers" - Examine
18. Explain the Arbitrage Pricing Theory and specify the advantages of APT over CAPM.
PART -C
(1 x 20 = 20 MARKS)
19. Compulsory Question
Mr Donald is having units in a mutual fund for the past three years. He wants to evaluate its performance by comparing it to the market
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Find out Sharpe and Treynor indices. Comment *****THE END***** |
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