Markowitzs theory of efficient portfolio selection-capm


Answer all the given questions. Section A to be answered in around 500 words each and Section B to be answered in around 300 words each.

Part A:

Question 1: Describe the concept of flow-of-funds in the financial markets. Explain the nature of the financial system in a modern economy discussing the role of financial instruments, markets and institutions?

Question 2: Discuss the Markowitz’s theory of efficient portfolio selection. How the CAPM theory (Capital Asset Pricing Theory) is related to it?

Part B:

Question 3: Critically observe the main theories which have been put forward to describe the term structure of interest rates.

Question 4:  Discuss derivative pricing and describe the Black-Scholes formula.

Question 5: Describe the concept of leverage for a firm. Discuss the significant financial and leverage ratios used. Discuss the Merton-Miller theorem.

Question 6: Describe the requirement for, and the role of depository systems in secondary markets. Describe the concept of custodial services.

Question 7: Compare the impact of monetary policy beneath flexible exchange rates with those beneath fixed exchange rates.

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Managerial Economics: Markowitzs theory of efficient portfolio selection-capm
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