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Posted Date: 23 Sep 2013 Posted By:: Dan Member Level: Gold Points: 5 (₹ 5)
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2012 Uttarakhand Technical University MBA-10 (Master of Business Administration) M.B.A- Second Year (Fourth Semester) Examination-2012 Security Analysis and Portfolio Management FM-2106 Question paper
Are you looking for the old question papers of UTTARAKHAND OPEN UNIVERSITY MBA? Here is the previous year question paper from UTTARAKHAND OPEN UNIVERSITY. This is the original question paper from the MBA fourth semester exam conducted by UTTARAKHAND OPEN UNIVERSITY in year 2012. Feel free to download the question paper from here and use it to prepare for your upcoming exams.
FM-2106
Page 1
Roll ...................
MBA-10 (Master of Business Administration)
M.B.A- Second Year (Fourth Semester)
Examination-2012
Security Analysis and Portfolio Management
FM-2106
Time: 3 Hours
Maximum Marks: 60
Note- The question paper is divided into three sections A, B and C
Section-A
(Long Answer Type Questions)
Section A contains 04 long answer-type questions of 15 marks each.
Learners are required to answers 02 questions only.
2×15=30
1. Define the term investment. As an investment advisor what features would you
suggest to be included in the investment portfolio of a client?
2. Discuss the growth of trading rules, instruments and market participants
operations in the Indian Capital Market.
3.Define the Efficient Market Hypothesis in each of its three forms. What are its
implications?
4.a) Explain the Capital Asset Pricing Theory and its validity in the stock market.
b) Assume that the risk free rate of return is 7% the market portfolio has an
expected return of 14% and a standard deviation of return of 25%.Under the
equilibrium condition as described by the CAPM, what would be the expected
return for a portfolio having no unsystematic risk and 20% standard deviation of
return?
FM-2106
Page 2
Section-B
(Short Answer Type Questions)
Section B contains 08 short answer type questions of 5 marks each. Learners
are required to answers 4 questions only. Answers of short answer-type
questions must be restricted to 250 words approximately. 4×5 = 20
Answer any four of the following
1. Differentiate between Investment and Speculation.
2.What are the risks faced by a Portfolio Manager?
3. Why does an investor need stock market indices?
4. What do you mean by Portfolio Management?
5. Sangam Enterprises recently paid an annual dividend of Rs. 3.50 per share.
Earnings for the same year were Rs. 7.00 per share. The required return on
equity with similar risk is 12%.Dividends are expected to grow 10% per year
indefinitely.Calculate Sangams normal price-earnings ratio.
6.How does technical analysis differ from fundamental analysis?
7. What are the basic features of futures?
8.What is simple diversification?
Section- C
(Objective Type Questions)
Section C contains 10 objective-type questions of 01 mark each. Learners
are
required
to
answers
all
the
questions.
10×1=10
Write True/False against the following.
1. The selection of a portfolio depends on the various objectives of the investor.
2. A portfolio manager has to operate as per the code of conduct prescribed by
SEBI.
FM-2106
Page 3
3. Investment in government securities carries a higher element of risk.
4. Business Risk in a company is associated with the capital structure of the
company.
5. Stock exchanges are a part of primary market segment.
Choose the correct alternative.
6. What is a call?
a. An option to sell stock at a specified price b. An option to buy stock at a
specified price
c. An option to sell stock on a specified date d. An option to buy stock on a
specified date
7. Among the following which technique makes the bond portfolio holder
relatively certain about the promised stream of cash flows?
a. Demutualisation
b. Immunisation
c. Securitisation
d. Corporatisation
8.What is the Beta, ß, of risk-free investment?
a. Zero
b.1
c.-1 d. None of these.
9.Which of the following is not a measure for evaluation of a portfolio?
a. Sharpes Performance Index
b. Treynors Performance Index
c.Jensens Performance Index
d. BSE-Sensex
10. Which of the following will increase the required rate of return?
a. Increase in Interest Rates b. Increase in Risk-free Rate
c. Increase in Degree of Risk-Aversion d. All of the above
FM-2106
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