Security Analysis and Portfolio Management Question Paper June 2014
Dibrugarh University B.Com 6th Sem Hons CBCS Pattern
Course: 404 (Security Analysis and Portfolio Management)
The figures in the margin indicate full marks for the questions
(NEW COURSE)
Full Marks: 80
Pass Marks: 32
Time: 3 hours
a)
Investment.
b)
Diversification.
c)
Risk.
d)
Option.
e)
Market timing.
f)
Convertible securities.
g)
Portfolio.
2. Write short notes on the
following: 4x4=16
a)
Future market.
b)
Factor models.
c)
Fundamental analysis.
d)
Fixed securities.
3. (a) Discuss the different
avenues available to an investor for making investments. 11
Or
(b) What do you mean by technical
analysis? Differentiate between technical analysis and fundamental analysis. 4+7=11
4. (a) How can
risk of an asset be calculated? Write a note on the diversification of risk. 2+10=12
Or
(b) What do you understand by Portfolio
Management? Write a note on the time value of money. 4+8=12
5. (a) Discuss
in detail the capital asset pricing model. 11
Or
(b) Compare and contrast between capital
market line and security market line.
6. (a) What are
the differences between Sharpe’s and Treynor’s measures of portfolio performance?
Explain with a suitable example. 11
Or
(b) Determine the Treynor’s and Jensen’s
measures of portfolio performance from the given information:
Average rate of return on market portfolio
18%
Average rate of return on this portfolio 19%
Average risk-free rate of return 12%
Standard deviation of this portfolio 14%
Beta of portfolio under consideration 0.95
7. (a) Write a
note on the contract specifications in case of options. Discuss the process of
trading of options. 5+6=11
Or
(b) Differentiate between an option and a
future. What are the essential specifications of a future contract? Explain. 5+6=11
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