本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 * E$ K" n% K a
+ E% Q. Z: d- Q' P4 RQuestion：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A) 9 \" X8 s1 `7 W0 L6 B
9 W/ v4 Z! K' X0 M | Prohibition Against Plagiarism. , s1 j6 l! F. J- q
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e% \! d7 w! B l9 X | Disclosure of Conflicts to Clients and Prospects. % N% e/ ^! {5 k) T7 {) q
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| C) $ d2 W; }6 T3 _
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| Reasonable Basis and Representations.
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| D)
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, ?" F3 v& l+ ~" ?, g; k | Independence and Objectivity.! s* j- O: X; V' y, {# R
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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. i# [2 n+ i3 A
- y5 {& h% p2 e0 r1 u1 f1 } | paid must be minimized.
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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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. \5 l0 g T3 w2 f, L4 a0 u | 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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: w% k$ j0 I" n, {. p | The assumption of linear regression is that the residuals are heteroskedastic. ; N6 n8 }+ a# C* B ?$ p! Q
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| B) 3 h# Y% s1 m# L. M! q1 u1 S& D
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| Heteroskedasticity may occur in cross-section or time-series analyses. : L" S8 Z. k2 N& I; h
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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. ) e& x( ]. ^# m2 {
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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 ( d7 R& _: L% H q: V5 d/ D3 I1 ~& z
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| B)
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| 5.83
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| 6.50
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| D)
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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) 7 T9 m+ u e" Z8 r) `
# G4 w' z: a/ b+ ~2 H1 U | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. + d- L$ G- K b
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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2 S1 q* \; g1 r" W ^! V | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. 1 W, ~% D( i* j4 e: g
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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