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ASSIGNMENT

DRIVE FALL 2017


PROGRAM MBA
SEMESTER 3
SUBJECT CODE & FIN301- SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT
NAME
BK ID B1754
CREDIT 4
MARKS 30 Marks each

Note Note The Assignment is divided into 2 sets. You have to answer all questions in both sets. Average
score of both assignments scored by you will be considered as your IA score. Kindly note that answers for
10 marks questions should be approximately of 400 words.

SET-I

Q.No Questions Marks Total


Marks
1. Elucidate the implications of Efficient Market Hypothesis EMH for security analysis and
portfolio management
A 1. Implications for active and passive 5
investment 10
2. Implications for investors and companies 5

2. Security Expected Proportion % Standard


Return Invested Deviation
A 20 15 0.2
B 15 35 0.3
C 20 50 0.5

Calculate Risk of Portfolio

A Calculate Risk of the Portfolio 10 10

3. Explain the business cycle and leading coincidental & lagging indicators. Analyse the issues
in fundamental analysis.
Explanation of business cycle-leading 6 10
coincidental and lagging indicator
A Analysis and explanation of the issues in 4
fundamental analysis all the four points
SET-II

Q.No Questions Marks Total


Mark
s
1 1. Explain the meaning of Risk Diversification 2.
How do we measure Portfolio Risk?
A 1. Explain Risk Diversification 5 10
2. Measurement of Portfolio Risk 5

2 Explain the Meaning and Benefits of Mutual Fund

A Explain the Meaning of Mutual Fund 5 10


Elucidate the various Benefits of 5
Mutual Funds

3 Returns (%)
Probability P M
0.45 30 -10
0.20 20 30
0.35 0 20
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.
A Calculate 10
1. Expected Return of Security P and the 5
market portfolio,
2. Covariance between the market portfolio and 3
security P
3. Beta for the security. 2
# A- ANSWER

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