SET - II

VIVEKANANDHA COLLEGE OF ENGINEERING FOR WOMEN

(AUTONOMOUS)
Tiruchengode - 637 205

MODEL EXAM– I
Third Semester
MASTER OF BUSINESS ADMINISTRATION
P19BAF01– SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT
(2019 – Regulation)

Date: 08.01.2022 Maximum: 100 Marks

Time: 3hrs
Answer ALL the questions
(5 x 2 = 10 Marks)
PART - A

Q.No Questions Marks KL CO

1. Define investment. 2 K1 CO1
2. What is systematic risk? 2 K2 CO1

3. Define IPO. 2 K1 CO2

4. What is meant by primary and secondary market? 2 K1 CO2

5. What is GDP? 2 K2 CO3

6. Describe the concept of industry life cycle. 2 K1 CO3

Mention the role of moving average in technical CO4

7. analysis. 2 K2

Draw the formation of bullish and bearish trend in the CO4

8. market. 2 K1

9. Write a short note on Fama’s net selectivity measure. 2 K1 CO5

10. Distingusih between Sharpe and Treynor ratio. 2 K2 CO5

PART – B
(2X15 = 30 Marks)
Q.No Questions Marks KL CO
Investment opportunities are available to the investor in many
11.a types and in many combinations within each type.” Elucidate 15 K3 CO1
this statement.
(OR)

Explain with example how investment opportunities should be 15 K3 CO1

11.b
evaluated on the basis of risk-return trade off.
 (i)Who are the key players involved in the new issues market. (7)
12.a (ii) Discuss the various ways in which an initial public offer can 15 K2 CO2
be made.(8)
(OR)

Explain the factors, which are taken into account when an 15 K2 CO2
12.b
investor decides to invest in the primary market.

How does ratio analysis reflect the financial health of a 15 K3 CO3

13.a
company? Explain with financial ratios.
(OR)

Why would you expect a relationship between economic activity 15 K3 CO3

13.b
and stock price movements? Comment this statement.

(i) “Chart patterns are helpful in predicting the stock price

movement” – How? (8) 15 K3 CO4
14.a (ii) Critically examine the Elliot wave Principle of stock market
prediction. (7)
(OR)

Briefly discuss the problems related to the fundamental analysis 15 K3 CO4

14.b
that are considered advantages for technical analysis.

Explain the steps in portfolio constructions as per traditional 15 K3 CO5

15.a
approaches.
(OR)

From the given data, evaluate the portfolios using Sharpe,

Treynor and Jensen’s model.
Portfolio A Portfolio B Portfolio C
Return 20% 25% 18% 15 K3 CO5
15.b
Beta 1.5 1.6 1.4
Std. Deviation 5% 6% 4%
Market return 12%
Risk free rate 7%
***All the Best***

Subject Incharge HoD