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. : W d$ b; `; Q9 z+ @
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$ y8 e; W$ ]2 w0 B | Disclosure of Conflicts to Clients and Prospects.
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| Reasonable Basis and Representations.
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$ A1 j: t. z5 N- t0 f3 V& U; N" S | Independence and Objectivity." G* y! f- p* c' n7 d+ x, M6 t
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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) % R/ r3 ?4 y y
5 V8 y* I6 t' W | paid must be minimized.
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/ n, ]: M8 a H* w% H | B)
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5 R" \5 X4 P+ H) P | 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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/ p% \! v" D* f) l! A% O4 Q | paid must be reasonable in relation to the research and execution services provided.
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| D)
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| 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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| The assumption of linear regression is that the residuals are heteroskedastic. 9 N, b: T s4 M( K5 r
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| B)
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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. T( x0 }- O; s# B* t
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| Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. + S' M2 W7 c' o. H7 Q
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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) & N- F6 ]1 C7 l# ^7 b6 [& S0 S
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| -0.55
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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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- M0 p* t& r! ]1 k' B. S- X6 z | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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4 N$ V$ A! Z/ m0 d( I. L$ I | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. 7 V4 q$ \ g- n+ @8 o7 w' p
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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| D)
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2 {* r8 J4 y; `0 I6 b | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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