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  • Accountancy and Statistics Group Paper - II (B) 2-b Security Analysis and Port-Folio Management

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    This document contains questions for an exam on security analysis and portfolio management. It includes questions about the differences between speculation and investment, forecasting techniques, analyzing companies, types of bonds and calculating their returns, correlation, price-earnings ratios, decision trees, technical analysis, the efficient market hypothesis, measuring risk and covariance in a portfolio, and inputs needed for portfolio analysis involving a large number of securities.

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    This document contains questions for an exam on security analysis and portfolio management. It includes questions about the differences between speculation and investment, forecasting techniques, analyzing companies, types of bonds and calculating their returns, correlation, price-earnings ratios, decision trees, technical analysis, the efficient market hypothesis, measuring risk and covariance in a portfolio, and inputs needed for portfolio analysis involving a large number of securities.

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    Accountancy and Statistics Group Paper - II (B) 2-b Security Analysis and Port-Folio Management

    Uploaded by

    chetan203
    This document contains questions for an exam on security analysis and portfolio management. It includes questions about the differences between speculation and investment, forecasting techniques, analyzing companies, types of bonds and calculating their returns, correlation, price-earnings ratios, decision trees, technical analysis, the efficient market hypothesis, measuring risk and covariance in a portfolio, and inputs needed for portfolio analysis involving a large number of securities.

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    M.Com.

    (Final) Examination 2001 ACCOUNTANCY AND STATISTICS GROUP Paper II (b)

    2-b Security Analysis and Port-folio Management Time 3 Hours Attempt five questions in all. All questions carry equal marks. 1. (A) How is Speculation different from Investment? Explain 10+10 (B) Explain any two Forecasting techniques which are used for Investment Decisions. As a rational investor, how would you analyse the profitability, financial position and operating efficiency of a company? Explain with the help of examples. 20 Write the notes on the followings: (I) Internal-information; and (ii) International Accounting Issues, for the purpose of Company Analysis. Explain the following: (i) Beta (ii) Holding Period Return (iii) Profit Margin Approaches (iv) Investment Process 10+10 [Maximum Marks 100

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    5*4

    5.

    (A) What is Bond? Give their types with detailed explanation. 10+10 (B) What is Holding Period Return (HPY) of a Bond? How is it calculated? Use imaginary figures. Explain the following (i) Correlation in forecasting Revenues and expenses; (ii) Price-Earning Ratio; and (iii) Decision Trees 10+5+5

    6.

    7.

    What are the assumptions an investor keeps in his mind while managing the investment through Technical Analysis? How are the buying and selling signals determined under DowTheory of Technical Analysis? Use figures for elucidation. 10+5+5 Explain the two main statistical investigations to support the weak-form of the efficient market hypothiesis. Also explain about strong-form. 20 (i) (ii) Give the logical set of equations given by Markowitz to measure Risk a, variance (W1) and co variance (W 12) in case of two-securities portfolio. 12+8 Given Portfalio of X consists of Equities, Bonds and Real-estate. Their weights are 25%, and 25% respectively. Their standard deviations are 0.1689, 0.0716 and 0.0345 respectively. And, the correlations are Equity and Bond = 0.45, for Equities and Real Estates = 0.35 and for Bonds and Real Estates = 0.20. Find the variance of Portfolio.

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    10. (i) Explain Characteristic-Line under Sharpes Single Index Model. 15+5 (ii) How many inputs are needed for a portfolio analysis involving 75 securities, if covariances are computed using Markowitz and Sharpe approaches?

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