Fall 2010

Master of Business Administration- MBA Semester 3 MF0010 – Security Analysis and Portfolio Management - 4 Credits
(Book ID: B1035)

Assignment Set- 1 (60 Marks)

Note: Each question carries 10 Marks. Answer all the questions.
Q. 1 It is very often observed that retail investors enter the market when index is very high and exit when index is very low (comparatively speaking). Describe qualities of a savvy investor. Also throw light upon mistakes committed while managing investments. Q.2 Explain the significance of index in general and stock market index in particular. What is risk involved in derivative products? Q.3 What do you understand by industry (give examples)? What is importance of industry life cycle? Is it possible to asses the intrinsic value of security? Q. 4 Is there any logic behind technical analysis? Explain meaning and basic tenets of technical analysis. Q.5 Explain role played by efficient market in economy. Apply the parameters of efficient

market to Indian stock markets and find out whether they are efficient. Q. 6 What do you understand by yield? Explain the concept of YTM with the help of example

2 (60 Marks) Note: Each question carries 10 Marks. Q. 5 Diversification is key to good investment. Answer all the questions.MBA Semester 3 MF0010 – Security Analysis and Portfolio Management . Q.Fall 2010 Master of Business Administration. 1 Explain basic steps involved in PM. 2 Explain with the help of example how is it possible to reduce risk associated with portfolio with the help of diversification.3 With the help of examples explain what is systematic (also called systemic) and unsystematic risk? All said and done CAPM is not perfect .4 Credits (Book ID: B1035) Assignment Set. 6 Explain in brief APT with single factor model. 4 What do you understand by arbitrage? Make a critical comparison between APT & CAPM. What is difference between PM and a Mutual Fund? What are various types of risk associated with PM? Q. Which risk are still bound to persist? Q. What are pros and cons of foreign investment? Q. do you agree? Q. .

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