本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 3 y4 B! F" ~3 x0 z6 s1 E/ t9 I5 e+ h
} p Q4 |* y0 T; QQuestion：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A) ! {1 {& ?+ [3 t& w
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| Prohibition Against Plagiarism.
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| Disclosure of Conflicts to Clients and Prospects.
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; p c9 r, {0 R3 X7 C6 j5 F | Reasonable Basis and Representations. 0 P: Y% X5 E& q5 v6 t* n" W
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| Independence and Objectivity.& `- d B, U5 Z2 W3 q7 M6 Z4 f
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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) ' u$ Q5 s, y6 M, J( p/ }
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| paid must be minimized.
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error. 4 s+ g% o7 `4 [* n. |! t
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: Q* o' O' ^1 Q$ a8 y @ | paid must be reasonable in relation to the research and execution services provided. 2 S2 w. L1 D+ K2 R
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. X, j3 t) J3 E& l | 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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7 m( H: C$ I+ t6 N | The assumption of linear regression is that the residuals are heteroskedastic. ; D+ s9 q/ @, z- n, o
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| B)
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& W v3 @1 G, w u/ @0 e | Heteroskedasticity may occur in cross-section or time-series analyses.
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| C)
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. $ d$ m. i+ c2 j
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. ^% F: k$ v7 p. {1 j | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. 2 @6 U# ?3 t& _% j
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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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3 P' z& I# j& Q' e. G0 H$ e/ z | 5.83 4 s* X8 i2 ?4 v- P
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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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| H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. 3 L3 Q& Q5 ^9 g; \! }% ]# l
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. + u, x8 C# i. A
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. 6 y! F! @2 n8 @( ]1 A# A
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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