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Posted By: christina Member Level: Gold Posted Date: 01 Jun 2008
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2007 Alagappa University M.B.A Financial Management INVESTMENT AND DERIVATIVES MARKET Question paper
(2005 onwards)
Time : Three hours Maximum : 100 marks
PART A — (5 * 8 = 40 marks)
Answer any FIVE questions.
All questions carry equal marks.
Each answer should not exceed 2 pages.
1. What is Debt pricing? Contribute your views on bond features.
2. What is Band Swaps? How will you reduce the swap risks?
3. What are the factors that have to be taken into account when pricing a new issue of shares?
4. Explain the equity valuation based on earnings.
5. Explain why an option has value. State the characteristics of put and call options.
6. How does a future contract differ from a forward contract?
7. Discuss the various types of securities issued by the Govt. of India.
8. “Options and futures are zero-sum games”. What do you think is meant by this statement?
PART B — (4 *15 = 60 marks)
Answer any THREE questions from Question No. 9 to
Question No. 14.
Q. No. 15 is compulsory.
9. Explain in detail the Debt pricing theorems.
10. What does the term duration mean to bond investor and how does the duration in a bond differ from maturity? What is the modified duration and how is it used?
11. Explain the nature of equity market and what are the factors that have to be taken into account when pricing a new issue of shares.
12. Explain the equity valuation under price earning ratios model.
13. What are the factors which determine the option price? Explain in detail.
14. Describe the concept and significance of future market. Also compare futures with options.
15. Explain the term structure of yield takes on the public debt. What is the yield structure of the Govt. securities in India?
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