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