Security analysis and Portfolio Management Important Questions, Dibrugarh University B.Com 6th Sem Hons CBCS Pattern

 Security Analysis and Portfolio Management Important Questions
B.Com 6th Sem CBCS Pattern
Dibrugarh University

Unit – 1: Concept of Investments
(These Questions are subject to modification, if necessary. Download DTS Application for Complete Notes)

Q. Define the term “Investment”. Discuss the different avenues available to an investor for making investments. 2014, 2016, 2018

Q. Write a brief note on Fundamental analysis (2014SN, 2018). Also State their tools and techniques with examples (2015).  2013

Q. Write a brief note on Technical analysis (2014, 2018). Also State their tools and techniques with examples (2015). 2013, 2017

Q. What is Risk? What are its various sources (2017SN, 2018SN)? How can risk on an asset be calculated? Distinguish between systematic and unsystematic risk.             2015, 2016, 2019

Q. “Investment is nothing but Risk taking.” Justify this statement with example. How such risk can be avoided?2016, 2019

Q. Explain the process of valuation of securities.                              2016SN, 2017, 2018SN

Q. Write short notes on:

Ø  Distinguish between technical and fundamental analysis                     2018

Ø  Process of Investments                                         2019

Ø  Fixed, variable and Convertible securities                    2013SN, 2014SN, 2015SN

Ø  Efficient market hypothesis

Ø  Risk vs. Uncertainty

Unit – 2: Portfolio Analysis and Management

(These Questions are subject to modification, if necessary. Download DTS Application for Complete Notes)

Q. What is portfolio analysis? Write a brief note on traditional and modern portfolio analysis and also distinguish between them.                2015SN, 2016SN, 2018SN, 2019

Q. Write a brief note on “Markowitz Model”. What are its assumptions (2013)?                2015, 2016, 2017, 2018

Q. What is portfolio management (2014)? Mention the effects of combining securities. Why is diversification of securities preferred in portfolio construction?   2013, 2016, 2017

Q. What is diversification? Discuss the methods of diversification of securities. Explain its importance in portfolio management.                   2014, 2018

Q. Explain portfolio construction.Discuss various steps involved in traditional approach to portfolio construction.

Q. Write short note on:

Ø  Time Value of Money                            2014

Ø  Location of efficiency frontier           2017                      

Ø  Fraudulent portfolio analysis                             2015

Practical: Markowitz model 2013, 2019

👉Also Read: Dibrugarh University SAPM Solved Question Papers

SAPM Solved Paper May' 2013

SAPM Solved Paper May' 2014

Unit 3: CAPM and APT

(These Questions are subject to modification, if necessary. Download DTS Application for Complete Notes)

Q. Explain and illustrate the concept of Capital Asset Pricing Model (CAPM) with the help of Suitable diagram. 2014,2017

Q. What the assumptions of CAPM (2018)? Briefly state the advantages and limitations of adopting CAMP in portfolio management.                2015, 2016,

Q. What is Arbitradge Pricing Theory?What are its assumptions? Briefly state the advantages and limitations of adopting APT in portfolio management.                               2013, 2019

Q. What do you mean Capital Market Line (CML 2016SN, 2018SN) and Security Market Line (SML 2013SN, 2017SN)? Distinguish between CML and SML. In what way these are valuable indicators for a better portfolio formulation? 2014, 2016

Q. What are factor models? Mention its limitations. How two factor model is better than one factor model? 2019

Q. Write short notes on:

Ø  One Factor Model and Two factor Model                     2014SN, 2015, 2017

Ø  CAPM Vs. APT                           2018

Q. Practical: Equilibrium rate of return, Portfolio expected return and portfolio beta

Unit – 4: Sharpe, Treynor and Jensen Model

(These Questions are subject to modification, if necessary. Download DTS Application for Complete Notes)

Q. Discuss in detail Sharpe’s and Treynor’s measure of portfolio performance with the help of diagram. 2014, 2015, 2016, 2019

Q. What are the differences between Sharpe’s and Treynor’s indexes of portfolio performance?

Q. Discuss Jensen’s Differential return model in detail.               2013SN, 2015, 2016SN, 2018SN

Q. Explain different methods of Measurement and Evaluation of portfolio performance with the help of diagram. (Sharpe, Treynor and Jensen)                    2013, 2017SN, 2018

Q. Discuss in detail methods of portfolio investment performance.

Q. Write short note on SD and BETA of a portfolio.

Q. One Practical is expected from this chapter: Follow notes and previous year question papers.

Ø  Sharpe                          2013, 2018, 2019

Ø  Treynor                        2013, 2014, 2018, 2019

Ø  Jensen                          2014

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