Security
Analysis and Portfolio Management Important Questions
Dibrugarh University B.Com 6th Sem Hons CBCS Pattern
Unit
– 1: Concept of Investments
Q. Define the term “Investment”.
Discuss the different avenues available to an investor for making investments. Explain its objectives. 2014, 2016, 2018, 2024
Q. State the economic and
financial meaning of investment. Discuss the factors that differentiate the
investor from speculator and gambler. 2023
Q. Write a brief note on Fundamental
analysis along with its types (2014SN, 2018). Also State their tools and techniques
with examples (2015). 2013, 2023
Q. Write a brief note on Technical
analysis (2014, 2018). Also State their tools and techniques with examples
(2015). 2013, 2017
Q. What is Risk? What are its various
sources (2017SN, 2018SN)? How can risk on an asset be calculated? Distinguish
between systematic and unsystematic risk. 2015,
2016, 2019, 2022SN
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
Unit – 2: Portfolio Analysis and Management
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, 2024
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. Explain portfolio construction.
Discuss various steps involved in traditional approach to portfolio
construction. 2022
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
Q. Explain and illustrate the concept
of Capital Asset Pricing Model (CAPM) with the help of Suitable diagram. 2014,
2017, 2023, 2024
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, 2024
Q. What do you mean Capital Market
Line (CML 2016SN, 2018SN) and Security Market Line (SML 2013SN, 2017SN)?
Distinguish between CML and SML. In what way these are valuable indicators for
a better portfolio formulation? 2014, 2016, 2024
Q. What are factor models? Mention its
limitations. How two factor model is better than one factor model? 2019, 2022
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
Q. Discuss in detail Sharpe’s and Treynor’s measure of portfolio performance
with the help of diagram. What are the differences between Sharpe’s and
Treynor’s indexes of portfolio performance? 2014,
2015, 2016, 2019, 2024
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, 2022, 2024
Q. Discuss in detail methods and components of portfolio
investment performance. 2022SN, 2023
Q. One Practical is expected from this chapter: Follow notes and
previous year question papers.
Ø Sharpe 2013,
2018, 2019, 2024
Ø Treynor 2013, 2014, 2018, 2019
Ø Jensen 2014
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