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    WWW - Manaresults.Co - In: Code No: MB1335/R13

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    This document contains an exam for an Investment Management course. It lists 8 questions, with questions 1-6 having two parts each worth 6 marks, and questions 7-8 being worth 12 marks each. Question 8 is a compulsory case study involving calculating Treynor's performance index for 5 mutual funds using different risk free rates.

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    WWW - Manaresults.Co - In: Code No: MB1335/R13

    Uploaded by

    HL
    36 views2 pages
    This document contains an exam for an Investment Management course. It lists 8 questions, with questions 1-6 having two parts each worth 6 marks, and questions 7-8 being worth 12 marks each. Question 8 is a compulsory case study involving calculating Treynor's performance index for 5 mutual funds using different risk free rates.

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    This document contains an exam for an Investment Management course. It lists 8 questions, with questions 1-6 having two parts each worth 6 marks, and questions 7-8 being worth 12 marks each. Question 8 is a compulsory case study involving calculating Treynor's performance index for 5 mutual funds using different risk free rates.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    36 views2 pages

    WWW - Manaresults.Co - In: Code No: MB1335/R13

    Uploaded by

    HL
    This document contains an exam for an Investment Management course. It lists 8 questions, with questions 1-6 having two parts each worth 6 marks, and questions 7-8 being worth 12 marks each. Question 8 is a compulsory case study involving calculating Treynor's performance index for 5 mutual funds using different risk free rates.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    Code No: MB1335/R13

    MBA III Semester Regular/ Supplementary Examinations, November-2016


    INVESTMENT MANAGEMENT
    Time: 3 Hours Max. Marks: 60
    Answer Any FIVE Questions
    All Questions Carry Equal Marks
    Question No. 8 is Compulsory

    1. a Discuss Systematic risk and un-systematic risk in portfolio 6M


    management.
    b Describe the relationship between fundamental analysis and technical 6M
    analysis.

    2. a Explain detailed procedure of valuation of debt securities. 6M


    b ABC ltd. paid its first cash dividend Rs. 2.50 and growth rate is 20% for 6 M
    next 3 years and thereafter it will grow at 10%. Return is 15% find out
    value of share.

    3. a. Explain the SEBI regulations for primary market operations. 6M


    b. Discuss the objectives of Investment decisions? 6M

    4. a Explain the Arbitrage Pricing Theory (APT) with assumptions. 6M


    b Explain in the detailed procedure of National Stock Exchange. 6M
    Discuss the Markowitz and Shorpe’s portfolio construction theories

    5. a What is meant by Portfolio Revision? And explain the criteria for 6M


    revision of portfolio.
    b What is Mutual Fund? And explain different types of mutual funds 6M
    schemes.

    6. a What is Bond? And explain valuation of deep discount bonds. 6M


    b Discuss about the Jensen’s and Sharpe’s performance index models. 6M

    7. Discuss the Capital Asset Pricing Model (CAPM) and its application in 12M
    portfolio selection.
    1 of 2

    WWW.MANARESULTS.CO.IN
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    Code No: MB1335/R13

    8. 1. CASE STUDY: 12M

    The following parameters are available for the five mutual funds.

    Fund P Q R S M
    Expected return % 15 18 17 16 20
    Beta 0.5 0.8 0.7 0.6 1.0

    a) Calculate Treynor’s performance index and rank the funds on the


    assumption that risk free rate (M) is 8% and alternatively that T-5%.
    b) What should be the risk free rate (M) such that funds P & Q will
    have the same Treynor’s performance index?
    *****

    2 of 2

    WWW.MANARESULTS.CO.IN
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