Code No: 311
Time: 3hours
Max.Marks:60
Answer any Five questions
All questions carry equal Marks
1. Which of the financial market instruments has grown fastest since 1990? Explain in detail.
2. How are the returns on managed portfolio attributed to stock selection and market timing? Discuss with illustrations.
3. Discuss the procedure commonly used in practice to test the CAPM. What is the empirical evidence on the CAPM?
4. If a bond manager expected interest rates to fall, which combination of coupon rate, maturity and market sector would a rate anticipation bond strategy emphasize?
5. Discuss the present state of the mutual funds in India and outline the causes for their slow growth.
6. Compare and construct the Markowitz model utility concept and Sharpe model.
7. Explain the significance of book Value of equity shares and how does it differ from par value and market value?
8. What is meant by Hedging? How do you manage the process of hedging?
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