Download JNTUH (Jawaharlal Nehru Technological University Hyderabad) MBA (Master of Business Administration) 3rd Semester (Third Semester) R17 2019 Dec 743AF Security Analysis And Portfolio Management Previous Question Paper
Code No: 743AF
JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD
MBA III Semester Examinations, December - 2019
SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT
Time: 3hours Max.Marks:75
Note: This question paper contains two parts A and B.
Part A is compulsory which carries 25 marks. Answer all questions in Part A. Part B
consists of 5 Units. Answer any one full question from each unit. Each question carries
10 marks and may have a, b, c as sub questions.
PART - A 5 ? 5 Marks = 25
1. Write a short note on the following:
a) Preferential Allotment of shares [5]
b) YTM and YTC [5]
c) Efficient Frontier [5]
d) Economic Value added Approach [5]
e) Covered call and straddle [5]
PART - B 5 ? 10 Marks = 50
2.a) Explain the investment environment in India.
b) Differentiate between Investment and Speculation. [5+5]
OR
3.a) Briefly explain the Securities Institutions viz. NSE, SEBI and NSDL, which provide
greater scope for Indian Stock Markets.
b) Explain about Margin Trading. [6+4]
4.a) What is Beta and how can you measure risk through Beta?
b) A Bank is managing a Portfolio of Stocks with the following Market Values and Betas
(?i). Find the Beta of the Portfolio:- [5+5]
Stocks: P1 P2 P3 P4 P5
Market Value (RS.): 1,00,000 2,00,000 3,00,000 2,50,000 1,50,000
Betas (?i): 1.1 1.6 0.8 1.2 2.0
OR
5.a) Briefly explain the Capital Market Line (CML) Concept, with the diagram and the
formula.
b) What are the assumptions of CAPM Model? [5+5]
6.a) What is a Bond? Briefly explain: i) Bond Volatility; and ii) Bond Convexity.
b) The face value of a bond is Rs. 1000/- coupon rate of 8% life of bond is 5 years and the
market price of bond is Rs. 1042/-. Compute YTM of this bond. [5+5]
OR
R17
S
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Code No: 743AF
JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD
MBA III Semester Examinations, December - 2019
SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT
Time: 3hours Max.Marks:75
Note: This question paper contains two parts A and B.
Part A is compulsory which carries 25 marks. Answer all questions in Part A. Part B
consists of 5 Units. Answer any one full question from each unit. Each question carries
10 marks and may have a, b, c as sub questions.
PART - A 5 ? 5 Marks = 25
1. Write a short note on the following:
a) Preferential Allotment of shares [5]
b) YTM and YTC [5]
c) Efficient Frontier [5]
d) Economic Value added Approach [5]
e) Covered call and straddle [5]
PART - B 5 ? 10 Marks = 50
2.a) Explain the investment environment in India.
b) Differentiate between Investment and Speculation. [5+5]
OR
3.a) Briefly explain the Securities Institutions viz. NSE, SEBI and NSDL, which provide
greater scope for Indian Stock Markets.
b) Explain about Margin Trading. [6+4]
4.a) What is Beta and how can you measure risk through Beta?
b) A Bank is managing a Portfolio of Stocks with the following Market Values and Betas
(?i). Find the Beta of the Portfolio:- [5+5]
Stocks: P1 P2 P3 P4 P5
Market Value (RS.): 1,00,000 2,00,000 3,00,000 2,50,000 1,50,000
Betas (?i): 1.1 1.6 0.8 1.2 2.0
OR
5.a) Briefly explain the Capital Market Line (CML) Concept, with the diagram and the
formula.
b) What are the assumptions of CAPM Model? [5+5]
6.a) What is a Bond? Briefly explain: i) Bond Volatility; and ii) Bond Convexity.
b) The face value of a bond is Rs. 1000/- coupon rate of 8% life of bond is 5 years and the
market price of bond is Rs. 1042/-. Compute YTM of this bond. [5+5]
OR
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S
7.a) Xavier purchased, at par, a Bond with a face value of Rs.1000, at 10% Coupon Rate,
having 5 years to maturity. The bond was called 3 years later, for a price of Rs.1, 300,
after making the second annual interest payment. Xavier then reinvested the
proceeding in a Bond selling at its face value of Rs. 1, 000, with 3 years to maturity
and 8% Coupon Rate. What is Xavier?s YTM over the 5-year period?
b) Explain Bond Duration. [5+5]
8.a) What is Equity Valuation? Briefly explain: i) Liquidation Value; and ii) Free Cash
Flow Model.
b) Discuss the types of Mutual Funds in India. [5+5]
OR
9.a) Differentiate between Fundamental and Technical Analysis.
b) Write briefly about Efficient Market Hypothesis. [5+5]
10.a) Compare and contrast Futures and Forward contract.
b) What are the assumptions of Black and Scholes option pricing model? [5+5]
OR
11.a) Explain about NAV, Expense ratio, Fund of Funds.
b) From the following data, Calculate Sharpe?s Index and Interpret the result:-
Portfolio X: Expected Return Rp = 15%; ?p = 5%
Portfolio Y: Expected Return Rp = 20%; ?p = 6%
Risk-free Rate of Return (Rf) = 10%. [5+5]
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This post was last modified on 23 October 2020