本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑
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Question：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A)
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| Prohibition Against Plagiarism.
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7 i& l% G7 e- [4 J | Disclosure of Conflicts to Clients and Prospects.
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| Reasonable Basis and Representations. 2 C, x2 d- W+ g* y; u" U. l
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: S) c$ X$ Q% e* T' N: | | Independence and Objectivity.' i8 h$ ~1 v, [. J
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Question：7 Which of the following is one of the four requirements for meeting fiduciary obligations with regard to soft dollar arrangements? Commissions: A) 6 j! P/ l( {, K% K
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| paid must be minimized. % a# H, z& ~( d/ a7 o9 w, i
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| B)
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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| paid must be reasonable in relation to the research and execution services provided. / ]) f3 f) T+ {0 ~$ C
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| D)
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9 i$ m, c5 S, l* Y | paid must be held in escrow for the benefit of the client.
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A)
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+ ~# x+ y) O Q, [ s | The assumption of linear regression is that the residuals are heteroskedastic.
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| Heteroskedasticity may occur in cross-section or time-series analyses.
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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% g/ U" w, W+ Z5 n* s+ y* D/ K7 S | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. , B1 h* |8 `/ W# B8 ?; R& E# g
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Question：9 Given: Y = 2.83 + 1.5X What is the predicted value of the dependent variable when the value of an independent variable equals 2? A)
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7 V6 V' I. ?% m2 R; c2 l | 5.83
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Question：10 The variance of 100 daily stock returns for Stock A is 0.0078. The variance of 90 daily stock returns for Stock B is 0.0083. What are the hypotheses to test whether these variances are different from one another? A)
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. W9 P2 ?5 O: _" W+ c | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. $ o# v- N4 v# @. @* \3 ~- }2 e& s
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. 1 t' H# S, r1 H$ ~
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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| D)
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$ f( @1 m# ^ d | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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发表于 2015-7-15 16:13:13
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