BA Question Paper 2007

Loyola College B.A. Economics April 2007 Financial Management Question Paper PDF Download

by

LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

B.A.  DEGREE EXAMINATION –ECONOMICS

RF 33

SIXTH SEMESTER – APRIL 2007

EC 6602 – FINANCIAL MANAGEMENT

 

 

Date & Time: 20/04/2007 / 9:00 – 12:00       Dept. No.                                                                 Max. : 100 Marks

 

 

PART A

 

ANSWER ANY FIVE QUESTIONS IN ABOUT 75 WORDS EACH

 

  • Define Co-operative organization
  • Explain the concept of Annuity
  • What is “call money” market?
  • What do you understand by accrual principle?
  • Find the present value of the following
    1. Rs 3000 due to be received six years from now with an opportunity cost of 8%
    2. Rs 1000 to be received 3 years from now with an opportunity cost of 6%

 

  • A Limited is at present paying a dividend of Rs. 4 per equity share this rate of dividend is going to continue in the years to come. The current expected dividend rate is 12% Calculate the value of equity share

 

  • A debenture holder is to receive an annual interest of Rs 100 for perpetuity on his debenture of Rs. 1000. Calculate the value of debenture if the rate of return is
    1. 12%
    2. 8%

PART B

 

ANSWER ANY FOUR QUESTIONS IN ABOUT  250 WORDS EACH

 

  • State the difference between public and private limited company
  • Examine the role of financial managers in the post liberalization era
  • Discuss the functions of the financial system
  • Discuss the role of IDBI in industrial finance
  • A Limited has issued bond of the par value of Rs 1000 the present value of the bond is Rs 900. The bond carries an interest rate of 14%. The maturity period is 6 years. You are required to calculate the yield on maturity.

 

  • ABC Ltd is expected to pay a dividend of Rs 30 per share. Dividends are expected to grow perpetually at 10% You are required to calculate the market value of the share if capitalization rate is 15%

 

  • Discuss the powers and functions of SEBI

 

 

PART C

 

ANSWER ANY  TWO QUESTIONS IN ABOUT  900WORDS EACH

 

  • Financial management as an integral part of the overall management , is not totally independent area – Justify

 

  1. a) A company issues Rs 10,00,000 16% debentures of Rs 100 each. The company is in 35% tax bracket you are required to calculate the cost of debt before and after tax. If debentures are issued at (i) at par (ii) 10% premium (iii) 10 % discount (b) If brokerage paid at 2% what will be the cost of debentures if issued at par

 

  1. From the following capital structure of a company calculate the overall cost of capital, using (a) book value weights and (b) market value weights

 

Sources Book value Market value
Equity share capital Rs 10 per shares 45000 90000
Retained earnings 15000 –
Preference share capital 10000 10000
Debentures 30000 30000

 

The after- tax cost of different sources of finance is as follows

Equity share capital 14%, Retained earnings 13% Preference share capital 10%

Debentures 5 %.

 

18. Examine the Equilibrium financial markets through four panel diagram.

Go To Main Page

Loyola College B.A. Economics April 2007 Econometrics Question Paper PDF Download

by

LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

AC 13

B.A. DEGREE EXAMINATION – ECONOMICS

FOURTH SEMESTER – APRIL 2007

ST 4204 – ECONOMETRICS

 

 

 

Date & Time: 19/04/2007 / 9:00 – 12:00            Dept. No.                                                      Max. : 100 Marks

 

 

SECTION A

Answer all questions.                                                             (2*10=20)

 

  1. Define the term ‘Econometrics’.
  2. What are mutually exclusive and exhaustive events?
  3. Let P(A) = 0.3; P(BC) = 0.4; P(A|B) = 0.54. Find P(A∩B).
  4. Consider the following distribution function of X:

X:         -2         -1         1          2

P[X=x]:         0.25     0.5       0.13     0.12

Find E(2X+3).

  1. Give any two properties of normal distribution.
  2. Define: null and alternative hypothesis.
  3. Show that the observed mean and estimated mean of Y for a simple linear model of Y on X are equal.
  4. Obtain ESS from the following data given that RSS = 133.

Y:         10        14        17        20        25        30        19        27

  1. What is Variance Inflating Factor? When will its value be equal to one?
  2. Mention the limitations of OLS estimates in the presence of heteroscedasticity?

 

SECTION B

Answer any FIVE questions.                                                          (5*8=40)

 

  1. Explain the concept of population regression function and sample regression

function with an example.

  1. A family consists of 4 boys and 4 girls. If 3 among them are selected at

random, what is the probability that a.) all are girls b.) exactly 2 are boys

c.) first and last are girls and middle one is a boy.

  1. Fit a binomial distribution to the following data:

X:       0          1          2          3          4

Frequency:       7          10        8          4          1

  1. a.) What is a standard normal distribution?

b.) Let X be a normally distributed random variable with mean 24 and

variance 9. Find the percentage of observations  i.) above 10 ii.) between

22 and 25.

  1. What is meant by structural change? Explain the procedure of Chow’s test to

test for the presence of structural change.

  1. What are dummy variables? Explain its usefulness in regression analysis with

example.

  1. Consider the following regression result:

Estimate           Standard Error             T-Ratio

Constant           10.325             2.147                           ?

Intercept           5.12                 ?                                  13.56

Slope               -7.16                1.45                             ?

 

ANOVA TABLE

 

 

Source             df         Sum of Squares

Regressors       2                      ?

Error                ?                     122

Total                22                    348

  • Find the missing values.
  • Find R2 and test the overall significance of the model at 5% level.
  1. Explain the method of Generalized Least Squares to estimate the regression

parameters in the presence of heteroscedasticity.

 

SECTION C

Answer any TWO questions.                                                             (2*20=40)

 

  1. Five families live in an apartment. The number of cats each family keeps as

pets are indicated in the following table:

Family:            1          2          3          4          5

Number of cats:            0          4          0          0          6

  • What is the “mean number of cats” for the population of families?
  • Suppose that a researcher took a random sample of two families. What is the sample mean number of cats for each of the 10 possible samples?

 

  • Calculate the frequency and relative frequency of each possible value of the mean number of cats for all samples of size two and give the sampling distribution.

 

  • What are the mean and variance of this sampling distribution?

 

  • Suppose that the researcher took a random sample of four families. What is the sample mean number of cats for each of the 5 possible samples?

 

  • Calculate the frequency and relative frequency of each possible value of the mean number of cats for all samples of size four and give the sampling distribution.

 

  • What is the mean and variance of this sampling distribution?

 

  • Is the mean of the samples an unbiased estimator of the population mean for samples of sizes two and four?

 

  • What conclusion can be drawn about the variance of the sampling distribution as the sample size increases?

 

  1. Suppose that a researcher is studying the relationship between gallons of milk

consumed by a family per month (Y) and the price of milk each month ( X in

dollars per gallon). The sample consists of observations in 12 consecutive

months. Analysis of the data reveals the following:

∑ Y = 480       ∑ X = 36         ∑ xy = -440

∑ x2 = 20         RSS = 528

where x and y are the deviations of X and Y from their respective means.

  • Find the least squares intercept and slope.
  • Find the standard error of the slope.
  • Test whether the slope is significantly different from zero at 5% level.
  • Assume that the Total Sum of Squares (TSS) is 1100. Form an ANOVA table and test the significance of the overall model at 5% level.

 

 

 

  1. Consider the following data on Y, X1 and X2.

Y:         10        20        40        30        50

X1:       2          5          3          8          7

X2:       1          0          1          2          1

a.) Fit a linear model of Y on X1 and X2. Interpret the regression coefficients.

b.) Calculate R2 and interpret it.

c.) Test at 5% Level H0: R2 = 0 Vs H1: R2 ≠ 0.

 

  1. ) Explain the various methods of detecting multicollineartiy.
    • Consider the following observed and expected Y values obtained from a linear regression model of Y on X.

Observed Y:     12.4     14.4     14.6     16.0     11.3     10.0     16.2                             10.4     13.1     11.3

Expected Y:     12.1     21.4     18.7     21.7     12.5     10.4     20.8                             10.2     16.0     12.0

Use spearmen’s rank correlation test to test for the presence of

heteroscedasticity (Assume the level of significance to be 0.05).

Go To Main Page

Loyola College B.A. Economics April 2007 Advanced Statistical Methods Question Paper PDF Download

by

LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

AC 10

B.A.  DEGREE EXAMINATION – ECONOMICS

FOURTH SEMESTER – APRIL 2007

ST 4200 / 3200 – ADVANCED STATISTICAL METHODS

 

 

Date & Time: 25/04/2007 / 9:00 – 12:00        Dept. No.                                                     Max. : 100 Marks

 

 

PART-A

Answer all the questions.                                                                            10×2=20 marks

 

  1. Define dichotomous and manifold classification.
  2. For two attributes A and B if (AB)=20, (Aβ)=25 ,(αB)=32 and N=100 ,find

(A) and (B)

  1. Write the conditions for the consistency of data for three attributes.
  2. State the axiomatic definition of probability.
  3. When do you say that three events A,B and C are independent?
  4. Define binomial distribution.
  5. What are TypeI and TypeII errors in testing of hypothesis.
  6. Write any two applications of chi-square distribution.
  7. Write a note on chance and assignable causes in quality control.
  8. State the control limits for p chart.

PART-B

Answer any five questions.                                                                           5×8=40 marks

 

  1. Can vaccination be regarded as a preventive measure for small-pox from the

data given below?

“Of 1482 persons in a locality exposed to small-pox ,368 in all were attacked.”

“Of 1482 persons ,343 had been  vaccinated and of these only 35 were attacked.”

 

  1. For n attributes A1,A2,…An, show that

(A1 A2,…An)(A1) + (A2) +…. +(An)-(n-1)N, where N is the total number of

observations.

 

  1. If 10 fair coins were tossed simultaneously, find the probability of getting

(a) atleast 1 head (b) atmost 2 heads (c) exactly 8 heads(d)not more than 4 heads.

 

  1. If X is Poisson variate such that

P(X=2)=9 P(X=4) + 90 P(X=6)  find mean and variance.

 

15 (a) If X follows normal distribution with mean show that   and variance 2 

then show that (X-)/ follows standard normal distribution.

(b) Write any four characteristics of normal distribution.

 

  1. A random sample of 10 boys had the following

I.Q’s:70,120,110,101,88,83,95,107,100.

Do these data support the assumption of a population mean I.Q.of 100?

Use 5% level of significance.

 

  1. The mean height of 50 male students who showed above average participation in

college athletics was 68.2 inches with a standard deviation of 2.5 inches ;while 50

male students who showed no interest in such participation had a mean height of

67.5 inches with a   standard deviation of 2.8 inches.Test the hypothesis that male

students who participate in   college athletics are taller than other male students. Use

1% significance level.

 

18.Draw a c chart for the following number of defects found in welding of seams:

2  4  7  3  1  4  8  9  5  3  7  11  6  4  9  9  6  4  3  9  7  4  7  12. Check whether the

process is in control .

PART-C

Answer  any two questions.                                                                      2×20 = 40 marks

  1. (a) Establish the relationship between Yule’s coefficient of association and

coefficient of colligation.

(b) Given the following data find the postive classes:

(ABC) = 148, (AB)=738  (AC)=225  (A)=1196  (BC)=204

(B)=1762   (C)=171  and ()=21842.

(c) Among the adult population of a certain town 50 % are males ,60%are

wage earners  and 50% are 45 years of age  or over,10%of the males are not

wage earners and 40% of the males are under 45.Make the best possible

inference about the limits within which the percentage of persons(male or

female) of 45 years or over are wage earners .

 

20.(a). Fit a Poisson distribution to the following data and test for the goodness of fit:

No.of mistakes/ page:  0           1                 2                3             4

No. of pages:                109       65               22             3              1

Use 1% significance level.

(b). If X is a normal variate with mean 30 and S.D. 5,find the probability of

(i) 26 ≤ X ≤ 40     (ii) X  45    (iii)|X-30| >5.

 

  1. Analyze the following data at 1% significance level:

Treatments

1              2              3               4                  5                6

Blocks

1                    24.7          20.6        27.7           16.2            16.2           24.9

 

2                     27.3          28.8       22.9           15.0            17.0           22.5

 

3                     38.5          39.5        36.5           19.6           15.4           26.3

 

4                     28.5          31.0         34.9           14.1           17.7          22.6

 

22.(a).Consruct a control chart for mean and the range for the following data on the

basis of fuses ,samples of 5 being taken every hour . Comment on whether the

production seems to be under control ,assuming that these are the primary data.

42   42   19   36   42   51   60   18   15   69   64   61

65   45   24   54   51   74   60   20   30   109  90  78

75   68   80   69   57   75   72   27   39   113   93   94

78   72   81   77   59    78   95   42   62   118   109  109

87   90   81   84   78   132   138   60   84  153  112  136

(b).The following are the figures of defectives in 22 lots each containing 2000 rubber

belts:    425,430,216,341,225,322,280,306,337,305,356,402,216,264,126,409

193,326,280,389,451,420.

Draw control chart for fraction defective and comment on the state of control

of  the process.

Go To Main Page

© Copyright Entrance India - Engineering and Medical Entrance Exams in India | Website Maintained by Firewall Firm - IT Monteur