WE PROVIDE CASE STUDY ANSWERS ASSIGNMENT SOLUTIONS
PROJECT REPORTS AND THESIS
ARAVIND
09901366442 –
09902787224
Investment
Analysis Mgmt
1. What is
the relationship between securitization and the role of financial
intermediaries in the economy? What happens to financial intermediaries as
securitization progresses?
2. What are some advantages and disadvantages of
top down various bottom up investing styles ?
3. Give the examples of three financial
intermediaries and explain how they act as bridge between small investors and
large capital market of corporations?
4. Why money market securities are sometimes
referred to as Cash equivalents ?
5. If the offering price of an
open end fund is Rs. 12.30 per share and the fund is sold with front end load
of 5 % what its net asset value
6. The new fund had average
daily assets of Rs. 2.2 billion last year. The fund sold Rs. 400 million worth
of stock and purchased Rs. 500 million during the year. What was its turn over
ration ?
7. Suppose that borrowing is restricted so that
the zero beta version of the CAPM holds. The expected return on the market
portfolio is 17 % and on the zero beta
portfolio it is 8 % what is the expected return on a portfolio with beta of 0.6
%.
8. Outline how you would
incorporate the following in to the CCAPM
a. Liquidity b. Nominated
assets ( Do you have to worry about labor income )
Investment
Analysis Mgmt
1. Suppose that borrowing is restricted so that
the zero beta version of the CAPM holds. The expected return on the market
portfolio is 17 % and on the zero beta
portfolio it is 8 % what is the expected return on a portfolio with beta of 0.6
%.
2. Outline how you would
incorporate the following in to the CCAPM
a. Liquidity b. Nominated
assets ( Do you have to worry about labor income
3. If the APT is to be a useful
theory. The number of systematic factors in the economy must be small. Why ?
4. The APT itself does not
provide guidance concerning the factors that one might expect to determine risk
premiums. How should researchers decide which factors to investigate? Why, for
example, is industrial production a reasonable factor to test for a risk premium?
5. If markets are efficient what should be the
correlation co efficient between stock return for two non overlapping time
periods ?
6. If prices are as likely to
increase as decrease, why do investors earn positive returns from the market on
average?
7. Which of the following most
appears to contradict the proposition that the stock market is weakly
efficient? Explain.
(a) Over 25% of mutual funds outperform the market on average.
(b) Insiders earn abnormal trading profits.
(c) Every January, the stock market (at least small stocks) earns
abnormal returns.
8. Suppose you find that price
of stocks before large dividend increases show on average consistently positive
abnormal returns. Is this a violation of the EMH ?
ARAVIND
09901366442 –
09902787224
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