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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

  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?
  3. Explain Risk Diversification 5
  4. 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:-

 

 

SMU MBA FALL-2017

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