Q1.
(I) Holding-period-return (HPR), popularly known as point to point return.
(II) The most straightforward rate of return is the holding-period-return.
Q2.
If an investor has purchased one unit of a mutual fund scheme on 1 April 2002, for Rs. 10.00, received Rs.2.00 as dividend, and redeemed the unit on 31 March, 2003, for Rs. 12.00. What would have achieved a holding-period return?
Q3.
The Time-weighted return (TWR) is a measure of return achieved over a period of time by a fund with its initial investments and its particular cash flow.
Q4.
The Rupee-weighted rate of return is also called the geometric return.
Q5.
(I) A lower value of standard deviation means higher risk.
(II) A beta of less than one means that the fund or stock is more volatile than the benchmark index.
Q6.
Beta reflects the sensitivity of the fund’s return to fluctuations in the market risk.
Q7.
Which measure indicates the excess return per unit of total risk?
Q8.
(I) The Sharpe measure considers the excess return earned per unit of systematic risk.
(II) The Jensen and appraisal ratio measures performance in terms of systematic risk involved, and show, how to determine whether the difference in risk-adjusted performance is statistically significant.
Q9.
BSE Sensex is a “Free float market capitalization-weighted” index of __________ stocks.
Q10.
S&P CNX Nifty is a well-diversified __________ stock index accounting for 23 sectors of the economy.
Q11.
Alliance equity fund scheme belongs to ____________ index.
Q12.
Birla balance fund scheme belongs to __________ index.
Q13.
Deutsche short maturity fund scheme belongs to ____________ index.
Q14.
(I) Performance of an index fund be it debt or equity is measured by computing tracking error.
(II) A positive alpha means that return tends to be lower than expected given the beta statistic.
Q15.
As market rates of interest increases, the market values of the bond portfolios increase.
Q16.
The long-maturity index (Li-BEX) comprises securities maturing later than __________ years.
Q17.
The short-maturity index (Si-BEX) comprises securities maturing in __________ years.
Q18.
BSE FMCG Sector index presently comprises of _________ FMCG companies.
Q19.
(I) Crisil liquid index is designed to track the returns on a portfolio that includes call instruments & commercial paper instruments.
(II) The S&P CNX 500 is India’s first broad-based benchmark.
Q20.
The CNX FMCG Index is a ___________ stock Index.
Q21.
BSE IT Sector Index comprises of _________ IT companies.
Q22.
The BSE-PSU Index is a stock Index that will track the performance of the listed PSU stocks on the exchange.
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