SMU MBA FALL-2017

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SMU MBA FALL-2017 Assignments are available. For Booking Kindly mail us on
kvsude@gmail.com OR call us to +91 9995105420 or S M S your Email ID us in the following
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ASSIGNMENT DRIVE - FALL 2017

PROGRAM MBA

SEMESTER 3

SUBJECT CODE & NAME FIN301 - SECURITY ANALYSIS AND PORTFOLIO

MANAGEMENT

SET 1

Q.1. Elucidate the implications of Efficient Market Hypothesis EMH for security analysis and
portfolio management. 10

1. Implications for active and passive investment 5

2. Implications for investors and companies 5

Answer:-

1. Implications for active and passive investment

Proponents of EMH often advocate passive as opposed to active investment strategies. Active management
is the art of stock-picking and market-timing. The policy of passive investors is to buy and hold a broad-
based market
Q2.

Calculate Risk of Portfolio

Answer:-

The expected return of the portfolio

E(Rp) is E(RP) = x1R1 + x2E(R2)

Q3. Explain the business cycle and leading coincidental & lagging indicators. Analyse the issues in
fundamental analysis. 10

Explanation of business cycle-leading coincidental and lagging indicator 6

Analysis and explanation of the issues in fundamental analysis all the four points 4
Answer:-

Explanation of the business cycle and leading coincidental & lagging indicators:

All

SET-II

Q1

1. Explain the meaning of Risk Diversification.

2. How do we measure Portfolio Risk?

1. Explain Risk Diversification 5

2. Measurement of Portfolio Risk 5

Answer:-

Risk Diversification:-
 1. Diversification is a risk management technique that mixes a wide variety of investments within a
portfolio. The rationale behind this technique contends that a portfolio constructed of different
kinds of

Q2 Explain the Meaning and Benefits of Mutual Fund.

Explain the Meaning of Mutual Fund 5 10

Elucidate the various Benefits of Mutual Funds 5
Answer:-

A mutual fund is a type of financial intermediary that pools funds of investors with similar investment
objectives

Q3.

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.

Calculate
1. Expected Return of Security P and the market portfolio,
2. Covariance between the market portfolio and security P
3. Beta for the security. 5+3+2=10

Answer:-
 SMU MBA FALL-2017

Dear Students,

SMU MBA FALL-2017 Assignments are available. For Booking Kindly mail us on
kvsude@gmail.com OR call us to +91 9995105420 or S M S your Email ID us in the following
Format On +91 9995105420 we will reach back you with in 24H