Download GTU (Gujarat Technological University) MBA 2019 Winter 3rd Sem 1539322 International Investment And Portfolio Management Previous Question Paper
GUJARAT TECHNOLOGICAL UNIVERSITY
MBA (IB) ? SEMESTER III ? EXAMINATION ? WINTER 2019
Subject Code:1539322 Date:03/12/2019
Subject Name: International Investment & Portfolio Management
Time: 10:30 AM To 01:30PM Total Marks:70
Instructions:
1. Attempt all questions.
2. Make suitable assumptions wherever necessary.
3. Figures to the right indicate full marks.
Q.1 Explain the following terms:
1. Investment V/S Gambling
2. Risk Free Rate of Return
3. Exchange Traded Fund
4. Net Asset Value
5. Resistance Line and Support Line
6. Custody Risk
7. Indices
14
Q.2 (a) What is EIC analysis? Briefly discuss the requirements of Economy analysis. 07
Q.2 (b) Considering yourself as an Investment Advisor of reputed financial firm, discuss
the common factors which investor should keep in mind while choosing an
Investment Avenue for future investment.
07
OR
Q.2 (b) What is Random Walk Theory? Briefly discuss Security Market Line. 07
Q.3 (a) Describe various types of Insurance products available. 07
Q.3 (b) From the following information of Beginning and Ending values of Dr. Reddy's
Labs on NYSE, calculate Holding Period Return and Yield of each year and
Arithmetic Mean as well as Geometric Mean of entire investment period from
2015 to 2018 and analyze the situation.
(Amount in $)
Year Price of Dr. Reddy's Labs
2014 49.60
2015 87.65
2016 62.40
2017 83.44
2018 95.87
07
OR
Q.3 (a) Differentiate Fundamental and Technical Analysis. 07
Q.3 (b)
The expected dividend per share on the equity shares of Wipro ltd is ` 4. During
past 5 years dividend has grown at 5% per annum and is expected to grow at the
same rate in future. Find out the intrinsic value of equity shares of company if
the required rate of return is 10%.
07
Q.4 (a) Discuss the Assumption of Markowitz Portfolio Theory and explain efficient
portfolio.
07
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Seat No.: ________ Enrolment No.___________
GUJARAT TECHNOLOGICAL UNIVERSITY
MBA (IB) ? SEMESTER III ? EXAMINATION ? WINTER 2019
Subject Code:1539322 Date:03/12/2019
Subject Name: International Investment & Portfolio Management
Time: 10:30 AM To 01:30PM Total Marks:70
Instructions:
1. Attempt all questions.
2. Make suitable assumptions wherever necessary.
3. Figures to the right indicate full marks.
Q.1 Explain the following terms:
1. Investment V/S Gambling
2. Risk Free Rate of Return
3. Exchange Traded Fund
4. Net Asset Value
5. Resistance Line and Support Line
6. Custody Risk
7. Indices
14
Q.2 (a) What is EIC analysis? Briefly discuss the requirements of Economy analysis. 07
Q.2 (b) Considering yourself as an Investment Advisor of reputed financial firm, discuss
the common factors which investor should keep in mind while choosing an
Investment Avenue for future investment.
07
OR
Q.2 (b) What is Random Walk Theory? Briefly discuss Security Market Line. 07
Q.3 (a) Describe various types of Insurance products available. 07
Q.3 (b) From the following information of Beginning and Ending values of Dr. Reddy's
Labs on NYSE, calculate Holding Period Return and Yield of each year and
Arithmetic Mean as well as Geometric Mean of entire investment period from
2015 to 2018 and analyze the situation.
(Amount in $)
Year Price of Dr. Reddy's Labs
2014 49.60
2015 87.65
2016 62.40
2017 83.44
2018 95.87
07
OR
Q.3 (a) Differentiate Fundamental and Technical Analysis. 07
Q.3 (b)
The expected dividend per share on the equity shares of Wipro ltd is ` 4. During
past 5 years dividend has grown at 5% per annum and is expected to grow at the
same rate in future. Find out the intrinsic value of equity shares of company if
the required rate of return is 10%.
07
Q.4 (a) Discuss the Assumption of Markowitz Portfolio Theory and explain efficient
portfolio.
07
Q.4 (b) Describe the Functions of Financial Market and its classification. 07
OR
Q.4 (a) Considering yourself as the Financial Advisor, which Frame Dependence Biases
will you keep in mind while designing the investment plan?
07
Q.4 (b) Describe basic Assumptions of CAPM and explain CML. 07
Q.5
The Rate of return of Parle, Britania and Sunfeast are given during three different
market conditions of Indian Economy. Evaluate the performance of company based
on following parameters and analyze the stocks.
State of
Economy
Probability
of
occurrence
Rate of
Return on
Parle
Rate of
Return on
Britania
Rate of
Return on
Sunfeast
Boom 0.60 10 12 15
Normal 0.30 6 10 11
Recession 0.10 2 -8 3
(a)
Calculate Expected Rate of Return and compare the results
07
(b) Analyze the Variance of all companies. 07
OR
(a) Identify most safe company from the perspective of the risk. 07
(b) Calculate Coefficient of Variation and identify most stable company 07
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This post was last modified on 19 February 2020