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Sapm Mid II Question Paper

This document contains exam questions for a finance course. It includes two sections - Part A with 5 short answer questions covering topics like bond immunization, bond pricing theorems, efficient market hypothesis, mutual funds, and options/futures markets. Part B has 3 long answer questions, including active vs passive bond management strategies, bond calculations using trial and error, and share valuation using dividend growth models. It also includes portfolio performance evaluation questions.

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P Prabhakar
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76 views2 pages

Sapm Mid II Question Paper

This document contains exam questions for a finance course. It includes two sections - Part A with 5 short answer questions covering topics like bond immunization, bond pricing theorems, efficient market hypothesis, mutual funds, and options/futures markets. Part B has 3 long answer questions, including active vs passive bond management strategies, bond calculations using trial and error, and share valuation using dividend growth models. It also includes portfolio performance evaluation questions.

Uploaded by

P Prabhakar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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TRINITY COLLEGE OF ENGINEERING AND TECHNOLOGY, PEDAPALLI

II MBA I SEM IIMID

SUB: SAPM MAX. MARKS : 25 Marks TIME: 2 HOURS

PART- A

Answer all the Questions [ 2 X5 =10 Marks]

1. Write short notes on Bond Immunisation and convexity


2. Discuss about bond pricing theorems.
3. Discuss about Efficient Market Hypothesis
4. Define Mutual Funds. Discuss the different types of mutual funds schemes.
5. Write short notes on Option markets, Future and Forward Market

PART –B

Answer any three Questions [3X 5= 15 Marks]

1. Discuss the active and passive bond management strategies.


2. The following details are furnished you are requested to calculate YTM using trial and error method,
Duration and Volatility of Bond. Coupon Rate: 16 percent annually, Maturity Period: 6 Yrs,
Redemption Value= Rs 1000, Current Market Price: Rs 964.50.
3. Find the intrinsic value of the following shares

Shares A B
Next Yr Dividend Per share Rs 3.50 Rs 2

Growth rate of Dividend 10% P.a First 4 Yrs – 10% and Later
6%
Required Rate of Return 15 % P a 14% P. a

4a. The following information is given Risk free rate of return- 8 %, Expected rate of Return of
Market Portfolio is – 16%, Beta of Security- 0.7 you are requested to find out

i. Expected rate of return of the security using CAPM

ii. If another security has an expected rate of return is 20% then what is the Beta.

Or

4b. Define Technical Analysis and Discuss about the process of fundamental analysis.

5a. Discuss briefly about trends in Indian Mutual funds.

Or

5b. From the following data calculate Sharpes and Treynors index

Portfolio Return S.D Risk less Rate Beta


A 6% 15.24 3% 1.0
B 3.3% 4.92 3% 2.85

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