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MBA Investment Analysis Assignment

The document outlines an MBA assignment focused on Investment Analysis and Portfolio Management, detailing course outcomes and relevant Bloom's Taxonomy levels. It involves evaluating two equity portfolios, P and Q, managed by Alpha Investments Ltd., using performance measures such as Sharpe Ratio, Treynor Ratio, and Jensen’s Alpha. The assignment is due on 23-10-2025 and is worth a total of 5 marks.

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10 views1 page

MBA Investment Analysis Assignment

The document outlines an MBA assignment focused on Investment Analysis and Portfolio Management, detailing course outcomes and relevant Bloom's Taxonomy levels. It involves evaluating two equity portfolios, P and Q, managed by Alpha Investments Ltd., using performance measures such as Sharpe Ratio, Treynor Ratio, and Jensen’s Alpha. The assignment is due on 23-10-2025 and is worth a total of 5 marks.

Uploaded by

shivam337kapoor
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

College Name: COE Department

Name: MBA Assignment -2


Total marks-05

Subject: Investment Analysis and Portfolio Management


Subject code: MBA 911-18
Semester: 3rd
Date on which assignment is given: 14-10-2025
Date of submission of assignment: 23-10-2025

Course Outcomes:

CO1 Interpret the basic concepts, various investment avenues & its process and market risk.
CO2 Measure the operations of primary & secondary markets and the impact of various environmental
factors on investment by studying process of fundamental analysis.
CO3 Examine the role of daily price movements in the financial market by the process of technical
analysis.
CO4 Design the construction of portfolio and evaluating it for optimum portfolio.
CO5 Determine the knowledge of financial derivatives and computation of their expected payoffs.

Bloom’s Taxonomy Levels


L1 – Remembering, L2 – Understanding, L3 – Applying, L4 – Analyzing, L5 – Evaluating, L6 - Creating

Relevance to Blooms
Assignment related to COs Marks CO No. Levels
Alpha Investments Ltd. manages two diversified equity portfolios — Portfolio P and
Portfolio Q — for high-net-worth clients.
The management team wants to evaluate which portfolio provides better risk-adjusted
performance and whether active management has added value over the market benchmark.

To assess this, the performance of both portfolios is compared using Sharpe Ratio, Treynor
Ratio, and Jensen’s Alpha — three of the most widely accepted measures in modern
portfolio theory.

Particulars Portfolio P Portfolio Q Market Index (M)

Average Return (Rp, Rq, Rm) 14% 12.5% 12%


Standard Deviation (σp, σq, σm) 10% 8% 8%
Beta (βp, βq, βm) 1.1 0.9 1.0
Risk-free Rate (Rf) 6% 6% —

1. Measure the Sharpe ratio, Treynor ratio and Jensen Alpha for both portfolio. 3 CO4 L5

2. Discuss Portfolio P and Q on the basis of their performance and risk management. 2 CO4 L6

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