In this we have provided Dibrugarh University BCom 6th Sem Security Analysis and Portfolio Management Question Paper 2024 read this SAPM Dibrugarh University BCom Question Paper top to bottom.
6 SEM TDC DSE COM (CBCS) 601 (GR-I)
2024 (May)
COMMERCE
(Discipline Specific Elective)
(For Honours and Non-Honours)
Paper: DSE-601 (GR-I)
(Security Analysis and Portfolio Management)
Full Marks: 80
Pass Marks: 32
Time: 3 hours
The figures in the margin indicate full marks for the questions
1.(a) Write whether the following statements are True or False: 1×4=4
(i) The government securities have maturity period between 3 and 20 years.
(ii) The basic principles of technical analysis originate from Dow theory.
(iii) APM is a single-factor model.
(iv) Formula plans do not help in deciding the timing of investment.
(b) Fill in the blanks with appropriate word(s): [1×4=4]
(i) Capital index bonds are linked with ____. (BSE-100 / Consumer Price Index / BSE-Sensex)
ii) The______of the stock is called resistance area. (market price / low price /peak price)
iii) The stock above the security market line is______security. (of high risk / overpriced /underpriced)
iv) The beta coefficient is treated as a measure of______. (systematic risk / unsystematic risk / average return)
2. Write short notes on (any four): [4×4=16]
(a) Money market security
(b) Charting analysis
(c) Portfolio analysis
(d) Empirical test of the CAPM
(e) Components of performance
3. (a) Define security. What are the investor’s objectives in investing his funds in the stock market?
[4+10=14]
Or
b) Explain in detail the Dow theory and how it is used to determine the direction of the stock market. [14]
4. (a) Explain the nature of portfolio risk if two securities (i) are perfectly positively correlated, (ii) are perfectly negatively correlated and (iii) have zero correlation. Illustrate with diagrams.
[14]
Or
(b) Discuss in detail Markowitz efficient frontier. Differentiate between efficient portfolio and feasible portfolio.
[10+4=14]
5. (a) Discuss the basic Arbitrage Pricing Model of single and multiple factor. Mention the assumptions of Arbitrage Pricing Model.
[10+4=14]
Or
(b) Discuss in detail the Capital Asset Pricing Model. Distinguish between CML and SML.
[10+4=14]
6. (a) (i) What do you understand by portfolio revision? What are its constraints?
[3+4=7]
(ii) Explain the Treynor’s performance index model. [7]
(b) (i) Write a note on Sharpe’s Reward to Volatility Model. [7]
(ii) Astha firm gives the following information: r
The current risk-free rate of return is 9 percent.
Astha firm is trying to decide two out of the four investment funds. You are required to choose the best two alternatives through using Sharp index. [7]
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