Security Analysis & Portfolio Management M.B.A Question Paper : vardhaman.org

College : Vardhaman College Of Engineering
Degree : M.B.A
Semester : III
Subject :Security Analysis & Portfolio Management
Document type : Question Paper
Website : vardhaman.org

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Vardhaman Portfolio Management Question Paper

MBA III Semester Regular Examinations, January – 2014
(Regulations: VCE-R11)
(Master of Business Administration)
Date : 16 January, 2014
Time : 3 Hours
Max. Marks : 60
** Answer any FIVE Questions.
** All Questions carry equal marks

Related : Vardhaman College Of Engineering Entrepreneurship Development & Good Governance M.B.A Question Paper : www.pdfquestion.in/6468.html

All parts of the question must be answered in one place only

1. a) What are the different attributes to be considered before investing? Discuss. 4M
b) If you have 10 lakh rupees, what are the different investment alternatives do you choose and what steps are there in the investment process? Discuss. 8M

2. a) Briefly explain the single index model. 4M
b) The returns of two assets under four possible state of nature are given below.
State of nature Probability Return on asset A Return on asset B
1 – 0.1 – 5% – 0%
2 – 0.3 – 10% – 8%
3 – 0.5 – 15% – 18%
4 – 0.1 – 20% – 26%

i. What is the risk and return of each asset?
ii. If equal amount are invested in both the assets calculate portfolio risk and return. 8M
3. a) What do you mean by modified bond duration? How do you interpret it? 3M
b) Explain the different bond pricing theorems in detail. 6M
c) How do you calculate current yield, yield to call and yield to maturity? 3M

4. a) Explain the concept of Economic value added. 3M
b) A company security paid dividend of Rs 5 in the current years. It is expected that the company will grow at 12% for first 3 years and 10% for next 2 years and 8% thereafter for indefinite period. If the required rate of return of the investor is 16%. Calculate the intrinsic value of the security. 9M

5. a) What are the differences between fundamental analysis and technical analysis? How do you make use of both of them? 6M
b) Fundamental analysis is applicable only in the hands of Institutional investors? Do you agree? What are the different steps in it? Explain. 6M
6. a) What are the different option strategies available to minimize the risk? 6M
b) Write short notes on Interest rate futures and swap contracts. 6M
7. What are the different types of mutual funds? What are different methods to evaluate the performance of mutual funds? 12M

8. From the following information relating to three mutual funds of Avaneesh Limited and the market index, calculate Treynor measure, Sharpe’s measure and Jenson’s measure.
Fund Mean Return in % Standard Deviation in % Beta
ABC – 30 – 22 – 1.3
XYZ – 23 – 15 – 0.9
Gold – 22 – 24 – 1.2
Market index 15 18 –

Risk free rate is 6%.

Human Resource Planning

(Master of Business Administration)
Date : 16 January, 2014
Time : 3 Hours
Max. Marks : 60
Answer any FIVE Questions.
** All Questions carry equal marks
** All parts of the question must be answered in one place only

1. a) State the objectives of Human Resource Planning. 3M
b) List and explain the Factors affecting Human Resource Planning. 9M
2. a) What is career planning? 3M
b) “Internal candidate is better than external candidate”, Elaborate. 9M
3. a) What is age and grade distribution mapping? 3M
b) Describe the Process of Human Resource Planning. 9M
4. a) What is exit strategy? 3M
b) Explain the Wastage analysis in Human Resource Planning. 9M
5. a) What is career development? 3M
b) Discuss the Functions and challenges of Human Resource Development (HRD) Professionals. 9M
6. a)What is HRD culture? 3M
b) Discuss the HRD trends and practices in India. 9M
7. a) Define the term “training need”. 3M
b) “Effectiveness of training manager is influenced by the Organizational Training Climate”, Substantiate.9M
8. Write short notes on :
a) Training evaluation 6M
b) Competency based training 6M

Financial Institutions & Markets

(Master of Business Administration)
Date : 18 January, 2014
Time : 3 Hours
Max. Marks : 60
** Answer any FIVE Questions.
** All Questions carry equal marks
All parts of the question must be answered in one place only

1. a) How do you determine the Equilibrium in financial market? 6M
b) Discuss the different criteria to evaluate the financial sector of a country.6M
2. a) “Reserve Bank of India acts as a promoter of the financial system”. Justify. 6M
b) Discuss the objectives and functions of SEBI in brief. 6M

3. a) Explain the various methods of measurement of interest rate risk. 6M
b) What are the special measures introduced by Government and RBI to revive and strengthen co-operative banks in India?6M
4. a) What are the statutory functions of IRDA? 6M
b) What are the recent changes that have taken place to regulate the mutual funds in India?6M

5. a) “The prices of Government securities have been remained stable over the periods”. Explain. 6M
b) How has the growth of commercial paper market taken place in India? 6M
6. a) Analyse the behavior of stock prices and their yields in India during the liberalization period. 6M
b) Do fundamentals determine stock returns? Explain. 6M
7. a)What are the different types of housing finance? Explain. 6M
b) Explain the different advisory services of credit rating agencies. 6M
8. a) Discuss the major functions of Investment Banker. 5M
b) How did the investment banking company Lehman Brothers collapsed? 7M