Security
Analysis and Portfolio Management Important Questions
B.Com
6th Sem CBCS Pattern
Dibrugarh
University
Unit
– 1: Concept of Investments
(These Questions are subject to modification, if necessary. Download DTS Application for Complete Notes)
Q. State the economic and financial meaning of investment. Discuss the factors that differentiate the investor from speculator and gambler. 2023
Q. “Investment is nothing but Risk taking.” Justify this statement with example. How such risk can be avoided?2016, 2019
Q. Explain the process of valuation of securities. 2016SN, 2017,
2018SN
Q. “Without adequate
information the investor cannot carry out his investment programme.” Explain.
2022
Q. What is economic
forecasting? How are economic forecasting techniques helpful for
investors? 2022
Q. Write short notes on:
Ø Distinguish between technical and
fundamental analysis 2018
Ø Process of Investments 2019
Ø Fixed, variable and Convertible
securities 2013SN,
2014SN, 2015SN
Ø Efficient market hypothesis
Ø Risk vs. Uncertainty
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Unit – 2: Portfolio Analysis and Management
(These Questions are subject to modification, if necessary. Download DTS Application for Complete Notes)
Q. What is portfolio analysis? Write a
brief note on traditional and modern portfolio analysis and also distinguish
between them. 2015SN,
2016SN, 2018SN, 2019
Q. Write a brief note on “Markowitz
Model”. What are its assumptions (2013)? 2015,
2016, 2017, 2018, 2023
Q. What is portfolio management
(2014)? Mention the effects of combining securities. Why is diversification of
securities preferred in portfolio construction? 2013,
2016, 2017, 2023
Q. What is diversification? Discuss
the methods of diversification of securities. Explain its importance in
portfolio management. 2014,
2018
Q. Write short note on:
Ø Time Value of Money 2014
Ø Location of efficiency frontier 2017
Ø Fraudulent portfolio analysis 2015
Ø Portfolio Management Scheme 2022
Practical: Markowitz model 2013, 2019
👉Also Read: Dibrugarh University SAPM Solved Question Papers
Unit 3: CAPM and APT
(These Questions are subject to modification, if necessary. Download DTS Application for Complete Notes)
Q. What the assumptions of CAPM (2018)? Briefly state the
advantages and limitations of adopting CAMP in portfolio management. 2015, 2016, 2022
Q. What is Arbitradge Pricing Theory?What are its assumptions? Briefly state the advantages and limitations of adopting APT in portfolio management. 2013,
2019, 2023
Q. Write short notes on:
Ø One Factor Model and Two factor Model 2014SN, 2015, 2017
Ø CAPM Vs. APT 2018, 2023
Q. Practical: Equilibrium rate of return, Portfolio expected
return and portfolio beta
Unit – 4: Sharpe, Treynor and Jensen Model
(These Questions are subject to modification, if necessary. Download DTS Application for Complete Notes)
Q. What are the differences between Sharpe’s
and Treynor’s indexes of portfolio performance?
Q. Discuss Jensen’s Differential return model in detail. 2013SN, 2015, 2016SN, 2018SN, 2023
Q. Explain different methods of Measurement and Evaluation of
portfolio performance with the help of diagram. (Sharpe, Treynor and Jensen) 2013, 2017SN, 2018
Q. Discuss in detail methods and components of portfolio investment performance.
Q. Write short note on SD and BETA of a portfolio.
Q. One Practical is expected from this chapter: Follow notes and
previous year question papers.
Ø Sharpe 2013,
2018, 2019, 2022
Ø Treynor 2013, 2014, 2018, 2019
Ø Jensen 2014, 2023
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