MFM 110 Investment Analysis & Portfolio Management Notes cover all four units of the GGSIPU MBA (Financial Management) Semester 2 core paper. The printed English notes include 25 solved numericals, 10 numbered figures and 55 exam-style questions (28 short-answer and 27 long-answer). Topics include investment risk and return, market efficiency, Markowitz portfolio theory, CAPM, equity and bond valuation, technical analysis, and portfolio performance evaluation using Sharpe, Treynor and Jensen measures. The notes follow the MBA (FM) scheme applicable to batches admitted from 2021-22 onwards.
Written by Prateek Talwar, Founder, Unnati Educations · Reviewed by Prateek Talwar, Associate Company Secretary (ACS), ICSI · Checked against the MBA (Financial Management) Scheme and Syllabus, 2021-22 onwards · Updated 14 October 2026 · Editorial policy
Scheme: MBA (FM) 2021-22 onwards | Applies to: batches admitted from 2021-22 onwards | Verified against: MBA (FM) scheme and syllabus, reviewed in the supplied record on 13 October 2026
MFM 110 Investment Analysis & Portfolio Management at a glance: GGSIPU MBA (FM) Sem 2 credits, units and exam pattern
MFM 110 is a 3-credit core theory paper in Semester 2 of the MBA (Financial Management) programme. It appears alongside eight other Semester 2 papers in the supplied scheme.
| Code and title | MFM 110 · Investment Analysis & Portfolio Management |
|---|---|
| Course and semester | MBA (Financial Management), Semester 2 |
| Category and credits | Core, 3 credits; L-T-P: 3-0-0 |
| Marks | 100: 25 internal (15-mark class test and 10 marks for assignments and participation) + 75 end-term |
| Pass mark | Not specified in the supplied scheme details; refer to GGSIPU Ordinance 11 for applicable examination rules |
| Applies to | Batches admitted from 2021-22 onwards under the stated scheme |
| End-term pattern | 75 marks; the supplied scheme does not confirm the detailed question-paper pattern. The notes label practice questions as 2.5 marks and 12.5 marks. |
| Units and hours | 4 units, 42 teaching hours: Unit I 10, Unit II 12, Unit III 10 and Unit IV 10 |
| Paired lab | None |
The supplied course mapping connects the four units to six course outcomes, from understanding investment securities to constructing portfolios for different investor risk profiles.
MFM 110 Investment Analysis & Portfolio Management Notes unit-wise: 25 solved numericals and 10 figures across 4 units
The official syllabus identifies the four units by number. The descriptive headings below follow the supplied notes. The documented unit ranges extend from pages 4 to 48, with 25 solved numericals and 10 numbered figures.
MFM 110 Unit 1: Investment: Risk and Return
Unit 1 (pages 4 to 16) contains 14 sections covering investment versus speculation, the five-step investment process, eleven Indian investment avenues, holding-period return, security and portfolio risk, the minimum-variance portfolio, covariance, correlation, coefficient of determination (R²), beta and the division of total risk. It includes 5 solved numericals, 5 figures and 13 exam questions (7 short and 6 long).
| Beta | Interpretation | Illustrative examples |
|---|---|---|
| Above 1 | A beta of 1.5 indicates approximately 1.5 times the market's systematic sensitivity. A 10% market movement corresponds to a 15% movement in the simplified beta illustration, not a guaranteed return. | Some metals, real estate and banking stocks may show higher beta during particular periods. |
| Between 0 and 1 | Positive market sensitivity lower than that of the benchmark market. | Some FMCG, pharmaceutical and utility stocks may have lower beta. |
| Below 0 | Negative estimated relationship with market movements. | Some hedging instruments or assets may exhibit negative beta in particular periods. |
Quick look: interpreting a security's beta (from page 14)
- Beta
- Above 1
- Interpretation
- A beta of 1.5 indicates approximately 1.5 times the market's systematic sensitivity. A 10% market movement corresponds to a 15% movement in the simplified beta illustration, not a guaranteed return.
- Illustrative examples
- Some metals, real estate and banking stocks may show higher beta during particular periods.
- Beta
- Between 0 and 1
- Interpretation
- Positive market sensitivity lower than that of the benchmark market.
- Illustrative examples
- Some FMCG, pharmaceutical and utility stocks may have lower beta.
- Beta
- Below 0
- Interpretation
- Negative estimated relationship with market movements.
- Illustrative examples
- Some hedging instruments or assets may exhibit negative beta in particular periods.
Beta is an estimated measure of systematic risk, not a promise that a stock will move by an exact percentage whenever the market changes. Sector examples are illustrative rather than fixed classifications.
MFM 110 Unit 2: Capital Market Efficiency and Portfolio Theory
Unit 2 (pages 17 to 27) contains 13 sections on the Efficient Market Hypothesis, tests of market efficiency, eight market anomalies, Markowitz portfolio theory, dominance, the efficient frontier, investor utility, indifference curves, the single-index model, the Capital Market Line (CML), Tobin's separation theorem and the Capital Asset Pricing Model (CAPM). It includes 6 solved numericals, 3 figures and 14 exam questions (7 short and 7 long).
| Model | Input estimates for n securities | For 100 securities |
|---|---|---|
| Markowitz full covariance model | n(n + 3) ÷ 2 | 5,150 |
| Single-index model | 3n + 2 | 302 |
Quick look: comparing input estimates for Markowitz and the single-index model (from page 24)
- Model
- Markowitz full covariance model
- Input estimates for n securities
- n(n + 3) ÷ 2
- For 100 securities
- 5,150
- Model
- Single-index model
- Input estimates for n securities
- 3n + 2
- For 100 securities
- 302
The first count includes n expected returns, n variances and n(n − 1)/2 distinct pairwise covariances. The single-index count uses three security-specific estimates per security and two market-wide estimates under the convention in the notes. The comparison illustrates why the single-index approach reduces estimation requirements.
MFM 110 Unit 3: Fundamental Analysis, Technical Analysis and Bonds
Unit 3 (pages 28 to 39) contains 13 sections. Fundamental analysis covers the economy-industry-company (EIC) framework, ten economic factors, industry life cycle, DuPont analysis, Tobin's Q, dividend valuation, free cash flow to equity (FCFE) and valuation multiples. Technical analysis covers Dow theory, 16 candlestick patterns and the Relative Strength Index (RSI). Bond topics include yield to maturity, yield-curve theories and duration. It includes 8 solved numericals, 1 figure and 14 exam questions (7 short and 7 long).
| Pattern | Appearance | Possible interpretation |
|---|---|---|
| Doji | Opening and closing prices are approximately equal. | Market indecision; significance depends on context. |
| Hammer | Small body with a long lower shadow after a decline. | Potential bullish reversal, subject to confirmation. |
| Hanging Man | Hammer-like shape after an advance. | Potential bearish reversal, subject to confirmation. |
| Shooting Star | Small body with a long upper shadow after an advance. | Potential bearish reversal, subject to confirmation. |
Quick look: four single-candlestick patterns (from page 34)
- Pattern
- Doji
- Appearance
- Opening and closing prices are approximately equal.
- Possible interpretation
- Market indecision; significance depends on context.
- Pattern
- Hammer
- Appearance
- Small body with a long lower shadow after a decline.
- Possible interpretation
- Potential bullish reversal, subject to confirmation.
- Pattern
- Hanging Man
- Appearance
- Hammer-like shape after an advance.
- Possible interpretation
- Potential bearish reversal, subject to confirmation.
- Pattern
- Shooting Star
- Appearance
- Small body with a long upper shadow after an advance.
- Possible interpretation
- Potential bearish reversal, subject to confirmation.
Candlestick patterns describe possible price behaviour. They are not reliable standalone predictions or guaranteed trading signals.
MFM 110 Unit 4: Portfolio Management and Evaluation
Unit 4 (pages 40 to 48) contains 7 sections covering portfolio construction, risk-profile-based asset allocation, Sharpe's cut-off method, passive and active portfolio strategies, systematic investment plans (SIPs), constant proportion portfolio insurance (CPPI), net asset value (NAV), time-weighted return, and portfolio evaluation using Sharpe, Treynor, Jensen, Sortino and Fama-French approaches. It includes 6 solved numericals, 1 figure and 14 exam questions (7 short and 7 long).
| Measure | Formula | Risk treatment |
|---|---|---|
| Sharpe ratio | (Rp − Rf) ÷ σp | Total risk, measured by standard deviation |
| Treynor ratio | (Rp − Rf) ÷ βp | Systematic risk, measured by beta |
| Jensen's alpha | Rp − [Rf + βp(Rm − Rf)] | CAPM-adjusted excess return using beta |
| Sortino ratio | (Rp − Rf) ÷ downside deviation | Downside deviation relative to the chosen target return |
Quick look: risk and return measures used in portfolio evaluation (from page 44)
- Measure
- Sharpe ratio
- Formula
- (Rp − Rf) ÷ σp
- Risk treatment
- Total risk, measured by standard deviation
- Measure
- Treynor ratio
- Formula
- (Rp − Rf) ÷ βp
- Risk treatment
- Systematic risk, measured by beta
- Measure
- Jensen's alpha
- Formula
- Rp − [Rf + βp(Rm − Rf)]
- Risk treatment
- CAPM-adjusted excess return using beta
- Measure
- Sortino ratio
- Formula
- (Rp − Rf) ÷ downside deviation
- Risk treatment
- Downside deviation relative to the chosen target return
Here Rp is portfolio return, Rf is the risk-free return, Rm is market return, σp is portfolio standard deviation and βp is portfolio beta. In a Sortino calculation, the target return and downside-deviation convention must be stated consistently; the target need not always equal the risk-free rate.
Weak, semi-strong and strong form efficiency in portfolio theory: excerpt from page 18 of the MFM 110 notes
Excerpt from page 18
Eugene Fama's Efficient Market Hypothesis distinguishes three forms according to the information reflected in security prices. These forms are nested: each stronger form includes the information assumed to be reflected under the weaker forms.
Weak-form efficiency
Under weak-form efficiency, prices reflect historical market information, including past prices, returns and trading volumes. Trading rules based only on that historical information should not consistently generate abnormal risk-adjusted returns after relevant costs.
Common tests include serial correlation, runs tests, filter-rule tests and moving-average trading-rule tests. Weak-form efficiency does not establish that every price change is completely unpredictable or that fundamental analysis must be profitable.
Semi-strong-form efficiency
Under semi-strong-form efficiency, prices reflect all publicly available information, including annual reports, earnings announcements, dividends, stock splits, merger announcements and economic news. Prices are expected to incorporate new public information sufficiently quickly that a strategy based solely on it cannot consistently earn abnormal risk-adjusted returns.
Event studies examine price responses to public announcements. Other empirical investigations examine return patterns associated with valuation ratios, firm size and related anomalies.
Strong-form efficiency
Under strong-form efficiency, prices reflect all relevant information, including private information. In its strongest interpretation, even investors with non-public information would not systematically earn abnormal risk-adjusted returns.
Research on insider transactions and professional investment performance is relevant to testing this form. Strong-form efficiency generally receives less empirical support. In India, trading while in possession of unpublished price-sensitive information is regulated under the SEBI (Prohibition of Insider Trading) Regulations, 2015, subject to the regulations' definitions, prohibitions and exceptions.
| Basis | Weak form | Semi-strong form | Strong form |
|---|---|---|---|
| Information reflected | Historical market information | All publicly available information | Public and private information |
| Trading implication | Historical-price-based strategies should not consistently earn abnormal returns. | Strategies using publicly available information should not consistently earn abnormal returns. | Even access to private information should not systematically produce abnormal returns. |
| Common tests | Serial correlation, runs and filter rules | Event studies and public-information anomalies | Insider and professional-investor performance |
| Empirical assessment | Varies by market, period and test | Mixed evidence across markets and events | Generally less supported |
Three forms of market efficiency compared (page 18)
- Basis
- Information reflected
- Weak form
- Historical market information
- Semi-strong form
- All publicly available information
- Strong form
- Public and private information
- Basis
- Trading implication
- Weak form
- Historical-price-based strategies should not consistently earn abnormal returns.
- Semi-strong form
- Strategies using publicly available information should not consistently earn abnormal returns.
- Strong form
- Even access to private information should not systematically produce abnormal returns.
- Basis
- Common tests
- Weak form
- Serial correlation, runs and filter rules
- Semi-strong form
- Event studies and public-information anomalies
- Strong form
- Insider and professional-investor performance
- Basis
- Empirical assessment
- Weak form
- Varies by market, period and test
- Semi-strong form
- Mixed evidence across markets and events
- Strong form
- Generally less supported
Key point
A semi-strong-form efficient market must also satisfy weak-form efficiency, but weak-form efficiency alone does not imply semi-strong-form efficiency.
How to write MFM 110 answers: formula-led numericals, ranking tables and twelve-and-a-half-mark theory answers
MFM 110 combines numerical problems on risk, return, valuation and portfolio performance with theory questions on investment processes, market efficiency and portfolio models. The supplied notes label practice questions as 2.5 marks and 12.5 marks; these labels should not be treated as confirmation of the official end-term question-paper pattern.
Numericals: Write the formula, substitute the figures, show intermediate steps and present the result with the correct percentage or currency unit. Keep percentage and decimal conventions consistent. In valuation problems, state the model and compare calculated intrinsic value with the market price before making an investment judgement.
Worked example: Gordon's constant-growth dividend valuation model (page 31)
- Given: Last dividend D0 = ₹4, perpetual dividend growth g = 6%, required equity return ke = 12%.
- Formula: P0 = D1 ÷ (ke − g), provided ke is greater than g.
- Next dividend: D1 = ₹4 × 1.06 = ₹4.24.
- Intrinsic value: P0 = ₹4.24 ÷ (0.12 − 0.06) = ₹70.67, rounded to two decimal places.
- Decision: Compare ₹70.67 with the observed market price. A market price below the model value suggests potential undervaluation under the stated assumptions; a higher price suggests potential overvaluation.
Investment-process theory: Draw the five-stage flow: investment policy, security analysis, portfolio construction, portfolio revision and portfolio evaluation. Explain the purpose of each stage and show that the process repeats.
Markowitz theory: Draw the feasible set and efficient frontier. Add investor indifference curves and mark the selected optimal portfolio. Explain diversification, risk-return preferences and the assumptions used.
Market-efficiency questions: Compare weak, semi-strong and strong forms, their information sets, testing approaches and implications. Any statement about the efficiency of the Indian market should be qualified by the relevant market segment, period and empirical evidence.
Portfolio-ranking questions: Calculate Sharpe, Treynor and Jensen measures in a common table. Explain that the Sharpe ratio uses total risk, while Treynor and Jensen use beta-based market risk. For a well-diversified portfolio, beta-based comparisons may be useful; for a portfolio with material unsystematic risk, the Sharpe ratio provides a total-risk perspective.
MFM 110 exam corner: 28 two-and-a-half-mark and 27 twelve-and-a-half-mark practice questions by unit
| Unit | Short questions (labelled 2.5 marks) | Long questions (labelled 12.5 marks) | Solved numericals |
|---|---|---|---|
| Unit 1 | 7 | 6 | 5 |
| Unit 2 | 7 | 7 | 6 |
| Unit 3 | 7 | 7 | 8 |
| Unit 4 | 7 | 7 | 6 |
| Total | 28 | 27 | 25 |
MFM 110 practice questions and solved numericals per unit
- Unit
- Unit 1
- Short questions (labelled 2.5 marks)
- 7
- Long questions (labelled 12.5 marks)
- 6
- Solved numericals
- 5
- Unit
- Unit 2
- Short questions (labelled 2.5 marks)
- 7
- Long questions (labelled 12.5 marks)
- 7
- Solved numericals
- 6
- Unit
- Unit 3
- Short questions (labelled 2.5 marks)
- 7
- Long questions (labelled 12.5 marks)
- 7
- Solved numericals
- 8
- Unit
- Unit 4
- Short questions (labelled 2.5 marks)
- 7
- Long questions (labelled 12.5 marks)
- 7
- Solved numericals
- 6
- Unit
- Total
- Short questions (labelled 2.5 marks)
- 28
- Long questions (labelled 12.5 marks)
- 27
- Solved numericals
- 25
Total: 55 exam-style questions (28 short and 27 long), plus 25 solved numericals. The practice-question mark labels come from the notes, not from an independently confirmed official examination pattern.
One question per unit, with answer pointers:
- Unit 1: Describe the investment process in detail with a suitable diagram. Pointer: Draw the five-stage investment cycle and explain policy, security analysis, portfolio construction, revision and evaluation.
- Unit 2: Distinguish between the Capital Market Line and the Security Market Line. Pointer: Compare their axes, risk measures and applicability. The CML uses total risk for efficient portfolios, while the SML uses beta for securities and portfolios under CAPM.
- Unit 3: Explain the valuation of bonds and the bond value theorems. Pointer: Show the present value of coupons and principal, discuss the inverse relationship between bond price and yield, and explain the bond value theorems. The supplied notes report a ₹927.90 value for an illustrative ₹1,000 face-value bond with a 10% coupon and 12% yield; its remaining maturity and payment-frequency assumptions must be checked before reproducing the numerical answer.
- Unit 4: Explain Sharpe's cut-off method with an example. Pointer: Describe excess-return-to-beta ranking, the cut-off calculation and the allocation of funds. The supplied notes report C* = 8.895 and weights of X 73.3%, Y 18.0% and Z 8.7%; these results require the underlying return, beta and residual-variance data for independent verification.
MFM 110 and the GGSIPU MBA (FM) Sem 2 papers it connects to
Paired lab: None. MFM 110 is a 3-credit Core theory paper.
- MFM 104 Financial Management: Cost of capital and valuation concepts connect with CAPM in Unit 2 and equity valuation in Unit 3.
- MFM 106 Business Research: Correlation and regression provide statistical foundations for beta and coefficient of determination calculations in Unit 1.
| Group | Papers |
|---|---|
| Governance and operations | MFM 102 Corporate Social Responsibility and Corporate Governance; MFM 108 Sustainable Operations Management |
| People management | MFM 112 Human Resource Management |
| Project and professional development | MFM 114 Minor Project; MFM 116 Professional Skill Development (NUES) |
| Elective | MFM 118 MOOC/Open Elective |
Other MBA (Financial Management) Semester 2 papers in the supplied scheme
- Group
- Governance and operations
- Papers
- MFM 102 Corporate Social Responsibility and Corporate Governance; MFM 108 Sustainable Operations Management
- Group
- People management
- Papers
- MFM 112 Human Resource Management
- Group
- Project and professional development
- Papers
- MFM 114 Minor Project; MFM 116 Professional Skill Development (NUES)
- Group
- Elective
- Papers
- MFM 118 MOOC/Open Elective
Who writes and checks the MFM 110 investment analysis notes?
- Prateek Talwar, author: Founder, Unnati Educations; Associate Company Secretary (ACS), ICSI, membership no. 58704, since 15 May 2019; B.Com, University of Delhi (School of Open Learning), 2012. Author profile
Prateek Talwar is also identified as the subject reviewer. The supplied editorial record maps the notes to the MBA (Financial Management) scheme for batches admitted from 2021-22 onwards.
The supplied 2026-27 edition mentions T+1 securities settlement and the mutual fund Riskometer. Settlement cycles and regulatory requirements may change, so current rules should be checked against the relevant SEBI and market-infrastructure publications.
Last updated 14 October 2026. See the editorial policy for review and correction information.
Do the MFM 110 notes cover the full GGSIPU syllabus?
The supplied editorial mapping identifies notes sections for all four official syllabus units. The source claims complete coverage, but independent topic-by-topic confirmation against the full printed book remains pending.
| Official unit | Official topics | Where in the notes | Status |
|---|---|---|---|
| Unit I (10 hours) | Investment meaning, nature, scope, features, process and avenues; risk types; security and portfolio return and risk; correlation, covariance, coefficient of determination, beta and total risk | Sections 1–14, pages 4–15 | Mapped in supplied record |
| Unit II (12 hours) | Market efficiency and its forms; EMH and testing; portfolio theory; efficient frontier; utility and indifference curves; investor equilibrium; single-index model; capital market theory and CAPM | Sections 1–13, pages 17–26 | Mapped in supplied record |
| Unit III (10 hours) | Economic, industry and company analysis; equity valuation; technical analysis, candlestick patterns and indicators; bond term structure, yields, duration and valuation | Sections 1–13, pages 28–39 | Mapped in supplied record |
| Unit IV (10 hours) | Portfolio construction, strategies and valuation; Sharpe, Jensen, Treynor, Sortino and Fama-French approaches | Sections 1–7, pages 40–47 | Mapped in supplied record |
MFM 110 syllabus topics mapped to the notes
- Official unit
- Unit I (10 hours)
- Official topics
- Investment meaning, nature, scope, features, process and avenues; risk types; security and portfolio return and risk; correlation, covariance, coefficient of determination, beta and total risk
- Where in the notes
- Sections 1–14, pages 4–15
- Status
- Mapped in supplied record
- Official unit
- Unit II (12 hours)
- Official topics
- Market efficiency and its forms; EMH and testing; portfolio theory; efficient frontier; utility and indifference curves; investor equilibrium; single-index model; capital market theory and CAPM
- Where in the notes
- Sections 1–13, pages 17–26
- Status
- Mapped in supplied record
- Official unit
- Unit III (10 hours)
- Official topics
- Economic, industry and company analysis; equity valuation; technical analysis, candlestick patterns and indicators; bond term structure, yields, duration and valuation
- Where in the notes
- Sections 1–13, pages 28–39
- Status
- Mapped in supplied record
- Official unit
- Unit IV (10 hours)
- Official topics
- Portfolio construction, strategies and valuation; Sharpe, Jensen, Treynor, Sortino and Fama-French approaches
- Where in the notes
- Sections 1–7, pages 40–47
- Status
- Mapped in supplied record
Official reference: MBA (Financial Management) Scheme and Syllabus, 2021-22 onwards.
The supplied mapping interprets the syllabus phrase “term structure of a bond” through the term structure of interest rates. The source also identifies separate revision and question pages at the ends of some units.
MFM 110 investment analysis notes FAQs
How do I get the full MFM 110 notes?
Use the WhatsApp ordering button below. The full MFM 110 notes are offered as a printed English book, not a downloadable full-book PDF. The price is shared on WhatsApp. A separate sample PDF is planned for preview.
Are the MFM 110 notes published or approved by GGSIPU?
No. Unnati Educations is an independent education provider in Vikaspuri, Delhi. These notes are independently prepared and mapped to the MBA (Financial Management) scheme and syllabus. They are not published, approved or endorsed by GGSIPU. For official information, visit ipu.ac.in.
What is the passing mark for MFM 110?
MFM 110 carries 100 marks, divided into 25 internal and 75 end-term marks. The supplied scheme does not state a specific pass percentage for this paper. Consult GGSIPU Ordinance 11 for applicable examination rules. The supplied programme summary states a minimum of 102 credits out of 108 for the degree.
Which MFM 110 unit has the most numericals?
Unit 3 contains the most solved numericals, with 8. Topics include zero-growth and dividend-growth valuation, P/E valuation, RSI, bond value, current yield, yield to maturity and Macaulay duration. Units 2 and 4 contain 6 each, while Unit 1 contains 5.
Do the MFM 110 notes match the 2021-22 onwards MBA (FM) scheme?
The supplied editorial mapping follows the four units of the MBA (Financial Management) scheme for batches admitted from 2021-22 onwards. MFM 110 is listed as a Semester 2 core paper with 3 credits and 42 teaching hours. Students following another scheme should compare their applicable syllabus before ordering.
Do the MFM 110 notes explain how to rank funds using Sharpe, Treynor and Jensen measures?
Yes. Unit 4 explains the formulas, risk measures and limitations, then compares three funds using Sharpe, Treynor, Jensen and Sortino measures. The supplied record reports that Fund B ranks highest on Sharpe, Treynor and Jensen, while Fund C leads on Sortino. The original numerical inputs are needed to verify these rankings independently.
Get the full MFM 110 Investment Analysis & Portfolio Management Notes on WhatsApp
The printed English notes book is listed as 49 pages. The supplied unit ranges document pages 4 to 48, and the content of page 49 has not been identified. The notes include 25 solved numericals, 10 figures and 55 exam-style questions.
| Part | Pages | Solved numericals |
|---|---|---|
| Cover and preliminary pages | 1–3 (3; content not fully specified) | — |
| Unit 1: Investment: Risk and Return | 4–16 (13) | 5 |
| Unit 2: Capital Market Efficiency and Portfolio Theory | 17–27 (11) | 6 |
| Unit 3: Fundamental Analysis, Technical Analysis and Bonds | 28–39 (12) | 8 |
| Unit 4: Portfolio Management and Evaluation | 40–48 (9) | 6 |
| Unidentified page | 49 (1; content pending confirmation) | — |
| Listed book total | 49 | 25 |
MFM 110 printed notes: documented page ranges and solved numericals
- Part
- Cover and preliminary pages
- Pages
- 1–3 (3; content not fully specified)
- Solved numericals
- —
- Pages
- 4–16 (13)
- Solved numericals
- 5
- Pages
- 17–27 (11)
- Solved numericals
- 6
- Pages
- 28–39 (12)
- Solved numericals
- 8
- Pages
- 40–48 (9)
- Solved numericals
- 6
- Part
- Unidentified page
- Pages
- 49 (1; content pending confirmation)
- Solved numericals
- —
- Part
- Listed book total
- Pages
- 49
- Solved numericals
- 25
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Unnati Educations is an independent education provider based in Vikaspuri, Delhi. We are not affiliated with, authorised by, or endorsed by Guru Gobind Singh Indraprastha University (GGSIPU). 'GGSIPU' and 'IPU' are used only to describe the syllabus our notes follow. For official information, visit ipu.ac.in.
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