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DFIN301 SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT

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DFIN301 SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT
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Description

Description

SESSION March 2023
PROGRAM Master of Business Administration
SEMESTER III
course CODE & NAME DFIN301– Security ANALYSIS and Portfolio Management
CREDITS 4
nUMBER OF ASSIGNMENTS & Marks 02

30 Marks each

 

 Assignment Set – 1

 

1(A) Explain the common mistakes in investment.

 

1(B) Discuss the process of financial planning for solid financial success           

Ans 1(B)

 

2 Describe the economic and industry analysis in fundamental analysis.

 

           

3 (A) Describe the forms of Efficient Market Hypothesis (EMH).

 

3 (B) Explain the Components of Capital Market.           

 

 

 

Assignment Set – 2

 

  1. Explain the benefit and criticism of Markowitz Model

 

5 Calculate the Portfolio Return and Risk as per Single Index Model if Market return is 15%. Market Variance = 320 with the following data.

Security           Weightage       Alpha      Beta       Residual Variance

A                          0.2                 2           1.7                  370

B                         0.1                 3.5         0.5                  240

C                        0.4                 1.5          0.7                  410

D                        0.3                 0.75        1.3                  285

 

 

 

6(A) A security pays a dividend of ₹. 4 and sells currently @ ₹. 123. The Security is expected to sell at ₹ 150 at the end of the year. The security has a beta of 1.15. The risk-free rate is 6% and the expected return of the market is 12 %. Assess whether the security is correctly priced or not based on CAPM.

 

 

 6 (B) Explain the Benefit of Mutual funds.          

 

 

Additional information

Assignment Type

General, Unique

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