Section A (1 Mark)
According to the __________________ if irrational traders cause deviations from fundamental value,
rational traders will often be powerless to do anything about it.
A
Section C (4 Mark)
Suppose you have a two-security portfolio containing Bonds A and B. The market value of Bond A is
Rs. 6,000, and the market value of Bond B is Rs4,000. The duration of Bond A is 8.5, and the duration
of Bond B is 4.0. Calculate the duration of the portfolio.
C
Section B (2 Mark)
Which of the following statements is/are true?
B
Section A (1 Mark)
The best way to maintain your credit rating is to:
C
Section B (2 Mark)
Mr.Neeraj has a portfolio consisting of two stocks A & B has a standard deviation of 5% while stock B
has a standard deviation of 15%. Stock A comprises 40% of the portfolio and stock B consists of 60%.
If the correlation of returns of A and B is 0.5, the variance of return on the portfolio is_______
D
Section B (2 Mark)
Reliance Ltd. has issued a preferred stock that pays Rs.10 per share. The dividend is fixed and the
stock has no expiration date. What is the intrinsic value of Reliance Ltd. stock, assuming a discount
rate of 14%?
C
Section A (1 Mark)
One of the tax exemption under avoidance of Double Taxation is U/S Sec 10(6)(ii) for exemption on
income received by the diplomats, ambassador, etc
A
Section A (1 Mark)
In terms of the risk/return relationship
D
Section B (2 Mark)
The Dow theory illustrates that the three forces that simultaneously affect stock prices are
____________.
D
Section B (2 Mark)
The current market price of a share of CAT stock is Rs76. If a call option on this stock has a strike price
of Rs76, the call
C
Section A (1 Mark)
If a portfolio manager consistently obtains a high Sharpe measure, the manager's forecasting ability
__________.
A
Section A (1 Mark)
EMH frequently include, among others, assumptions such as:
D
Section C (4 Mark)
Vinod has a investment portfolio of Rs. 100000, a floor of Rs. 75000, and a multiplier of 2. So the
initial portfolio mix is 50000 in stocks and 50000 in bonds. If stock market falls by 20%, what should
Vinod do assuming he is following a CPPI policy?
C
Section A (1 Mark)
At the time of renewal of working capital limits by a bank, the loan officer observed that M/s ABC’s
utilisation of funds on a long term basis is 80% of the long term sources during the year. Which
among the following would be the result of this kind of financial management?
D
Section A (1 Mark)
The last step in fundamental analysis is:
C