Tuesday, 27 March 2018

FIN301 - SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT


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ASSIGNMENT DRIVE - FALL 2017
PROGRAM MBA
SEMESTER 3
SUBJECT CODE & NAME – FIN301 - SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT
SET 1
Q.1. Elucidate the implications of Efficient Market Hypothesis EMH for security analysis and portfolio management.  10
1. Implications for active and passive investment   5     
2. Implications for investors and companies 5 
 Answer:-
1. Implications for active and passive investment        
Proponents of EMH often advocate passive as opposed to active investment strategies. Active management is the art of stock-picking and market-timing. The policy of passive investors is to buy and hold a broad-based market

Q2.
Calculate Risk of Portfolio
Answer:-
The expected return of the portfolio
E(Rp) is   E(RP) = x1R1 + x2E(R2)

Q3. Explain the business cycle and leading coincidental & lagging indicators. Analyse the issues in fundamental analysis. 10   
      Explanation of business cycle-leading coincidental and lagging indicator  6       
      Analysis and explanation of the issues in fundamental analysis all the four points  4 
Answer:-
Explanation of the business cycle and leading coincidental & lagging indicators:
All

SET-II
Q1
1. Explain the meaning of Risk Diversification.
2. How do we measure Portfolio Risk?
1. Explain Risk Diversification 5
2. Measurement of Portfolio Risk 5
Answer:-
Risk Diversification:-
1.     Diversification is a risk management technique that mixes a wide variety of investments within a portfolio. The rationale behind this technique contends that a portfolio constructed of different kinds of


Q2 Explain the Meaning and Benefits of Mutual Fund.
      Explain the Meaning of Mutual Fund 5 10
      Elucidate the various Benefits of Mutual Funds 5
Answer:-
A mutual fund is a type of financial intermediary that pools funds of investors with similar investment objectives


Q3.
This distribution of returns for share P and the market portfolio M is given above. Calculate the Expected Return of Security P and the market portfolio, the covariance between the market portfolio and security P and beta for the security.
      Calculate
1. Expected Return of Security P and the market portfolio,
2. Covariance between the market portfolio and security P
3. Beta for the security. 5+3+2=10

Answer:-


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