Security Analysis and Portfolio Management — Winter 2024

What is Investment? What are the main characteristics of investment?

Briefly explain investment attributes.

Elaborate various stages of Investment process.

Explain in detail factors affecting to Industry analysis.

Write a short note on assumptions of technical analysis.

Find the variance and standard deviation and arithmetic mean during the past five years returns of stock were as follows : Year 1 2 3 4 Return 0.07 0.03 -0.09 0.06 0.10

Write in detail arbitrage pricing theory.

Compute expected rate of return and standard deviation of rate of return using following information : State of Probability Rate of return (%) Economy Parthiv food Parthvi food Boom 0.30 16 40 Normal 0.50 11 Recession 0.20 6 -20

What do you mean by portfolio management? How to evaluate it by different techniques of performance evaluation of existing portfolio?

Explain following terms :

Three white soldiers

Three black crows

Morning star

What do you mean by chart pattern in technical analysis? Explain various types of chart pattern.

Difference between fundamental analysis and technical analysis.

Write a short note on Random walk theory.

Write in detail about CAPM model 0

If Rs.924.28 is present value of 8% 1000 Rs. Bond which redeem after 5 years at par so calculate valuation of bond by using YTM method .1

Explain in detail various kinds of Risks in portfolio management. 0

The following table gives the portfolio return and market return. Rank the performance as per Jensen Model Portfolio Return of Beta Risk free rate portfolio (%) A 15 1.2 B 12 0.8 C 15 1.5 Market index 12 1