SMU MBA SEM 3 – FIN301 – SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT
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
- Implications for active and passive investment 5
- Implications for investors and companies 5
Answer:-
- 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
- Explain the meaning of Risk Diversification.
- How do we measure Portfolio Risk?
- Explain Risk Diversification 5
- Measurement of Portfolio Risk 5
Answer:-
Risk Diversification:-
- 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
- Expected Return of Security P and the market portfolio,
- Covariance between the market portfolio and security P
- Beta for the security. 5+3+2=10
Answer:-
SMU MBA FALL-2017
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