Capital Market and Portfolio Management – NMIMS SOLVED ASSIGNMENTS

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Internal Assignment Applicable for December 2017 Examination

Course: Capital Market and Portfolio Management
1. Nisha has 3 securities in the following amounts. The current and expected end-ofyear
prices are as given below: (10 Marks)


Security Share
Amount
Current
price(Rs)
Expected year-end
price(Rs)
SBI 100 120 135
Navneet
Education
100 106 115
Adani power 100 90 100
Calculate the return on investment for Nisha’s portfolio for the year?

2. The probabilities and associated returns of ABC Ltd are given below: (10 Marks)
Return% 15 16 18 20 21 24 28
Probability 0.05 0.10 0.22 0.28 0.18 0.12 0.05
Calculate the expected return and standard deviation.

3. Reliance and HDFC are two mutual funds.
Observed Return Beta
Portfolio Reliance 18% 0.7
Portfolio HDFC 22% 1.3
Return on the market portfolio is 12%, while the risk-free return is 8%. Assume standard Deviation of the market to be 8%.
a) Compute the Jensen index for each of the funds ( 5 Marks)
b) Compute the Treynor index for each of the funds
1. Using an example, describe the generic project life cycle model. Also, list and describe the numerous issues that pertain to each stage of the project life cycle. (10 Marks)

2. Describe the different analysis techniques used in project selection. In your opinion which one is the most common technique? Why? (10 Marks)

3. A project is composed of 7 activities whose time estimates are listed in the table below:
Activity
Estimated duration (in weeks)
Optimistic Most likely Pessimistic
1-2 1 3 7
1-3 1 4 7
1-4 2 4 8
2-5 1 1 1
3-5 2 5 12
4-6 2 5 8
5-6 1 6 15
a) What is the probability of finishing this project before 14 weeks? (5 Marks)
b) What date results in a 99% probability of completion?

GET SOLVED ASSIGNMENTS
Mail us at [email protected]
WHATSAPP NUMBER- 9773820734
Internal Assignment Applicable for December 2017 Examination

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