LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034
B.A. DEGREE EXAMINATION – ECONOMICS
SIXTH SEMESTER – APRIL 2011
EC 6600 – PORTFOLIO MANAGEMENT
Date : 05-04-2011 Dept. No. Max. : 100 Marks
Time : 9:00 – 12:00
PART – A
Answer any FIVE questions in about 75 words each. (5×4=20)
- What is risk?
- Define portfolio management.
- What is risk free asset?
- Analyse singular optimal risky portfolio.
- What is swap valuation?
- Discuss hedging.
- State the meaning of transaction cost.
PART – B
Answer any FOUR questions in about 300 words each. (4×10=40)
- Bring out the types of managed portfolios.
- Distinguish between systematic and unsystematic risks.
- Explain capital asset pricing model.
- Discuss Samuelson’s continuous equilibrium model.
- Analyse the various types of derivative assets.
- Discuss the put-call parity theorem.
- Explain the binomial option pricing model.
PART – C
Answer any TWO questions in about 900 words each. (2×20=40)
- Analyse Markowitz diversification and classification of risks.
- Examine the different forms of market efficiency
- Explain Black-Scholes option pricing model.
- Discuss the methods of managing foreign exchange risks.
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