Download JNTUA MBA 2017 Nov 3rd Sem 12E01306b Investement & Portfolio Management Question Paper

Firstranker's choice

Code: 12E01306b

FirstRanker.com

--- Content provided by FirstRanker.com ---

MBA (Finance) III Semester Regular & Supplementary Examinations November/December 2017

INVESTMENT & PORTFOLIO MANAGEMENT

Time: 3 hours Max. Marks: 60

(For students admitted in 2013, 2014, 2015 & 2016 only)

Answer any FIVE questions

--- Content provided by FirstRanker.com ---

All questions carry equal marks

1. Discuss about the current investment setting in India.
2. Write the functions of the new issue market and secondary market. Explain the trading mechanisms in stock exchanges in India.
3. Differentiate between economic, industry and company analysis models.
4. Explain the merits & demerits of technical analysis as a tool of security analysis.

--- Content provided by‍ FirstRanker.com ---

5. Calculate the expected return and the standard deviation of returns for a stock having the following probability distribution of returns.
   
   Possible returns (%)
   -25 -10 0 15 20 30 35
   Probability of occurrence 0.05 0.10 0.10 0.15 0.25 0.20 0.15

--- Content provided by​ FirstRanker.com ---

6. (a) What is risk-free asset and what are its risk-return characteristics?
   (b) Calculate the expected return for each of the following stocks, when risk-free rate of return is 0.08 and you request the market return to be 0.14.
   
   Stock Beta
   A 1.72
   

   --- Content provided by‌ FirstRanker.com ---

   B 1.14
   C 0.76
   D 0.44
   E 0.03
   F -0.79

--- Content provided by‌ FirstRanker.com ---

7. Write a detailed note regarding the dividend discount models of common stock valuation.
8. Define Markowitz diversification. Explain statistical method used by Markowitz to obtain the risk reducing benefit.

FirstRanker.com