本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑
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M. M+ s0 |/ D7 I3 PQuestion：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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) }+ |# {, N( L | Prohibition Against Plagiarism.
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| B) 0 A8 F, L' G g/ C, K1 r
6 `$ Z T. T9 \0 I, ^ | Disclosure of Conflicts to Clients and Prospects. ! G1 A! b5 V ]& K/ k
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| Reasonable Basis and Representations. . W1 h0 F' }6 l9 ?5 ]! \& m3 B
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| D)
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| Independence and Objectivity.
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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) 5 G' B, f$ I6 b2 Z) f! L
0 \; |: u, q5 g* V: x% s" ? | paid must be minimized. % w1 Z/ v) w0 F! P5 _' h$ f5 L; 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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| C)
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| paid must be reasonable in relation to the research and execution services provided.
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| D)
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* B) @8 P) h3 N& q2 o2 T | paid must be held in escrow for the benefit of the client. ) D, {2 Z/ ~. g! d+ A# x" {
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A)
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| The assumption of linear regression is that the residuals are heteroskedastic. + H6 R5 A# s- x
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| B)
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* o+ p4 X. u; x, J) P9 }+ H | Heteroskedasticity may occur in cross-section or time-series analyses.
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| C)
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* l) w/ S0 Y2 j2 } T6 i | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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| D)
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| Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables.
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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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| B)
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| 5.83
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| C) 4 G3 ?* E3 x- l, [% l
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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) 5 G& ]6 _ u1 [* l
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| H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. 0 O. {6 [3 {( ~9 a2 G
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5 U4 J( g& @% r- w0 W A | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. 3 \! f8 ^6 Q% C
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: \: C/ `7 X0 q x/ Y- b% F3 s$ y | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. & X4 i8 m7 C, N3 a
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. N% M8 P4 w' X5 N! ~. G, s | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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