Top 150+ Solved Security Analysis and Portfolio Management MCQ Questions Answer
Q. The APT differs from CAPM because the APT.
a. Places more emphasis on market risk
b. Recognizes multiple systematic risk factors
c. Recognizes multiple unsystematic risk factors
d. Minimizes the importance of diversification
Q. ----------- focus more on past price movement of a firm’s stock than on the underlyingdeterminants of future profitability.
a. Credit Analysis
b. Fundamental Analysis
c. Systems Analysis
d. Technical Analysis
Q. RAPM stands for -----
a. Risk Adjustment Performance Matrix
b. Risk Adjusted Performance Measure
c. Risk return Analysis of portfolio management
d. Risk Adjusted portfolio Measure
Q. Reward to variability Ratio is----
a. Traynor Ratio
b. Sharp Ratio
c. Jenson Ratio
d. Book Market Ratio
Q. Reward to volatility Ratio is also called as----
a. Treynor Ratio
b. Sharp Ratio
c. Jenson Ratio
d. Book market Ratio
Q. Michel C. Jenson introduced;
a. Reward to variability ratio
b. Reward to volatility Ratio
c. Differential return measure
d. Price book ratio
Q. Treynor Ratio is calculated using---
a. Standard deviation
b. Beta
c. Alpha
d. Both Alpha and Beta
Q. When alpha ‘p’ is positive, it shows---
a. Superior return
b. Neutral performance
c. Worst performance
d. None of the above
Q. ------- is a person who believes in lower expected return at reduced risk.
a. Hedgers
b. Arbitrageurs
c. Speculators
d. Spreaders
Q. Who is the author of the book“Security Analysis and The Intelligent Investor”
a. John Maynard Keynes
b. Kritzman
c. Benjamin Graham
d. Harry Markowitz
Q. Which of the following is not related with a bond?
a. Dividend
b. Residential maturity
c. ESOP
d. Spot interest rate
Q. --------- is the bonds issued at a considerable discount and repaid at par.
a. Deep discount bond
b. Callable bond
c. Floating rate note
d. Junk bonds