Third Year

Time : Three hours

Maximum : 75 marks

1. The candidate shall answer FIVE questions from Section A and FIVE questions from Section B.
2. Section A consists of TEN short answer questions. The candidate has to answer FIVE questions. The answer shall not exceed 1 page each.
3. Section B consists of FIVE questions. Each question consists of either or choices and the candidate has to answer either (a) or (b) from each question.

SECTION A - (5 x 3 = 15 marks)

Write short notes on any FIVE of the following:

(a) Market risk
(b) Security Beta
(c) Covariance of returns
(d) Yield to maturity
(e) Trenycs's measure
(f) Capital Market Line
(g) Risk of two asset portfolio
(h) Mutual fund
(i) New issue market
(j) Weak form of market efficiency.

SECTION B - (5 x 12 = 60 marks)

2. (a) What methods are followed in valuing equity shares? What are the complexities involved in these methods?

Or

(b) All investment decisions are made in a 'risk-return' framework. Critically examine the statement.

3. (a) What factors are considered in fundamental analysis? What company specific parameters are examined in this regard?

Or

(b) "Stock exchanges are institutions of economic growth, liquidity and industrial support". Explain.

4. (a) What are the various methods of technical analysis? Examine a few important methods and their suitability.

Or

(b) How is Sharpe model an improvement over Markowitz model. How is portfolio risk measured under Sharpe model?

5. (a) What methods are followed in evaluating portfolio performance? What are their merits and demerits?

Or

(b) How is an optimal portfolio selected under Markowitz model? What is the significance of risk penalty in this regard?

6. (a) Outline the causes of deterioration performance of mutual fund schemes in India. What steps Should be taken to gain small investors confident in these schemes?

Or

(b) Examine the concept of efficient marketing hypotheses. How are they measured?

[1201/DM_1/03]

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