JAIPUR NATIONAL UNIVERSITY, JAIPUR

JAIPUR NATIONAL UNIVERSITY, JAIPUR

School of Distance Education & Learning

Internal Assignment No. 1Master of Business Administration / PGDMPaper Code:MBAF 104Paper Title:Security analysis and portfolio managementLast date of submission:Max. Marks: 15

Note : Question No. 1 is of short answer type and is compulsory for all the students.

It carries 5 Marks. (Word limits 50-100)Q. 1. Answer all the questions:(i)What are securities? Write any two fetures of securities.(ii)Who are brokers? Write its important role in security market..

(iii)what do you understand by efficient portfolio & efficient frontier?

(iv)What do you understand by systematic and non systematic risk?.(v)What do you understand by over the counter exchange (OTCEI)?Note: Answer any two questions. Each question carries 5 marks (Word limits 500)

Q. 2. Risk free return is at 6% and expected return of market portfolio is 18% wit standard deviation 2.5%.draw CML

Let us take hypothetical value of standard deviation portfolio as 0, 1, 1.5, 2, 2.5, 3, 3.5 and 4.Q. 3. What do you mean by listing of shares? Discuss in brief the SEBI requirement for listing of shares.Q. 4.Investors are utility maximizers, do you agree? Explain with the help of suitable example.JAIPUR NATIONAL UNIVERSITY, JAIPUR

School of Distance Education & Learning

Internal Assignment No. 2Master of Business Administration / PGDMPaper Code:MBAF 104Paper Title:Security analysis and portfolio managementLast date of submission:Max. Marks: 15

Note : Question No. 1 is of short answer type and is compulsory for all the students.

It carries 5 Marks. (Word limits 50-100)Q. 1. Answer all the questions:(i)Broker is an agent who executes the order of his client, yet he can act many roles. Explain any two different roles of a broker?

.(ii)Explain the concept of undervalued and overvalued portfolio

(iii)Investor are risk averse what do you understand by this assumption?

(iv)Difference between shares and debentures?

.

(v)Write short notes on (a)Relative strength index (b) Rate of change?

Note: Answer any two questions. Each question carries 5 marks (Word limits 500)

Q. 2. Risk free return is at 5% and expected return of market portfolio is 16%. Find out the expected returns of the securities with a beta of (a) 1.25 (b) .8 and (c) 1?Q. 3. Current dividend per share is Rs 5, growth expected during the next three years is 15 % p.a., thereafter, for three years, the dividend are expected to grow at the rate of 10% per annum and then the dividends are likely to grow at a constant rate of 7 % p.a., If an investor expects a return of 20% p.a., find out what is the value of these shares for this investor.

Q. 4. Give risk free return 6% and return on market portfolio is 18%.Draw SML. Let us take hypothetical value of beta as 0, .5, 1, 1.5 and 2.