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Download JNTUH MBA 3rd Sem 2018 Jan Security Analysis And Portfolio Management Question Paper

Download JNTUH (Jawaharlal Nehru Technological University Hyderabad) MBA Third Year (3rd Year) 2018 Jan Security Analysis And Portfolio Management Question Paper.

This post was last modified on 04 December 2019

This download link is referred from the post: JNTUH MBA 3rd Sem Last 10 Year Question Papers (2010-2020) All Regulation - (JNTU Hyderabad)


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Hall Ticket No

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Question Paper Code: CMB404

MBA III Semester End Examinations (Regular) - January, 2018

Regulation: R16

Security Analysis And Portfolio Management

(MASTER OF BUSINESS MANAGEMENT)

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Time: 3 Hours

Max Marks: 70

Answer ONE Question from each Unit

All Questions Carry Equal Marks

All parts of the question must be answered in one place only

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UNIT I

  1. (a) Explain the forms of efficient market hypothesis. [7M]
    (b) What is stock market? Write the functions of stock exchange. [7M]
  2. (a) Write a brief note on National Stock Exchange and Bombay Stock Exchange. [7M]
    (b) Explain the different investment avenues. [7M]
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UNIT II

  1. (a) Write the assumptions of CAPM Model. [7M]
    (b) Mr. Suresh is considering the purchase of two stocks X and Y for the next year. The returns of the securities depend on the next year's state of the market. The estimated rates of return are shown in the Table 1. [7M]

    Table 1

    State of the market Probability of occurrence Return of X Return of Y
    recession 0.30 12% 10%
    average 0.40 14% 12%
    boom 0.30 16% 18%
    1. Find out the Individual Return and Risk
    2. Find out the Portfolio Return by considering equal proportion
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    4. Find out the Co variances and correlation
    5. Find out the portfolio Risk by considering equal proportion
  2. (a) Explain the arbitrage pricing theory. [7M]
    (b) Estimate the stock return by using the arbitrage model. The expected return of the market is 18% and the equity's beta is 1.5. The risk free rate of interest is 9% and market risk and sensitivity index is given in Table 2. [7M]

    Table 2

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    security market risk sensitivity index
    inflation 8% 1.2
    industrial production 3% 0.95
    risk premium 5% 1.1
    interest rate 4% 0.8

UNIT - III

  1. (a) Explain the risks involved with bonds. [7M]
    (b) Explain the different bond theories with example. [7M]
  2. (a) Mention the types of bonds. Explain in detail. [7M]

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    (b) i. Determine the price of Rs.1000 zero coupon bond with yield to maturity of 20% and 8 years to maturity.
    ii. What is the YTM of this bond if its price is Rs.250.

UNIT – IV

  1. (a) Write the differences between futures and option contracts. [7M]
    (b) Design a SWAP diagram from the Table 3 shown below. [7M]

    Table 3

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    company fixed interest rate floating interest rate
    A 10% LI+.2
    B 11.2% LI+.6
  2. (a) Explain the types of derivatives. [7M]
    (b) Explain the steps to design interest rate SWAP. [7M]

UNIT V

  1. (a) Write the advantages of mutual funds. [7M]

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    (b) The Table 4 is provided regarding the performance of the funds namely ICICI, BIRLA and FRANKLIN for a period of one-year. The risk free rate of interest is 10%. Rank them with the help of Sharpe's and Treynor's index. [7M]

    Table 4

    funds Rp SD Beta
    ICICI 27 5 0.56
    BIRLA 25 8 0.74
    FRANKLIN 23 3.5 0.89
  2. (a) Explain the concept of net asset value. [7M]
    (b) Franklin fund, T-bill and NSE nifty have the following returns over past 5 years given in Table 5. What is the predictive ability of the fund? [7M]

    Table 5

    Year Franklin fund % T-bill % NSE nifty %
    1 9 6 6
    2 -6 10 -5
    3 14 8 11
    4 12 7 10
    5 16 9 13
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This download link is referred from the post: JNTUH MBA 3rd Sem Last 10 Year Question Papers (2010-2020) All Regulation - (JNTU Hyderabad)

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