本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 ) B3 r( E7 {* i; v1 H k
3 U$ l! V& g& B( p* dQuestion：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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| Disclosure of Conflicts to Clients and Prospects.
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| Reasonable Basis and Representations.
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| Independence and Objectivity.+ v# H! p+ k5 V! X- r' y
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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) 0 H, {* e# n) D, B% u( c
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| paid must be minimized. : z( D, ~3 ~6 W8 c! a
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error. / o6 s, ^% W8 H, h! S
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| paid must be reasonable in relation to the research and execution services provided.
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| paid must be held in escrow for the benefit of the client. 8 P- }3 N7 g0 a
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) 4 }0 c. ^/ t6 P' s( V8 [
2 r4 \/ a8 z8 L& i | The assumption of linear regression is that the residuals are heteroskedastic.
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2 N, k% A0 U, d" y | Heteroskedasticity may occur in cross-section or time-series analyses. 7 F. i# ^ z5 f( m
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| C)
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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| Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. ! Q% D/ m7 ?. t2 y
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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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| -0.55
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| 5.83
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4 [4 g9 A% W! z# x | 6.50
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| 2.83
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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) 1 c( F! I0 P( _# x/ y
0 g7 t: Q' S ^ | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. 8 s, M' O' x9 }: h' X
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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$ Q( m7 e! E! B S# a$ S | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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' `5 B* K" N+ e6 p) D1 ~! ^ | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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