本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 0 C# U1 U0 ]' s5 ~7 M$ d
( `% e* m, E$ S3 BQuestion：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A) ( x" Q+ b8 M4 L1 s* `) V
' _# V- x6 a' r) H | Prohibition Against Plagiarism.
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| Disclosure of Conflicts to Clients and Prospects.
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' y. e" z" o1 b2 T0 l | Reasonable Basis and Representations.
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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)
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0 L8 L { b5 t' g" U/ l1 W | paid must be minimized.
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| B) 5 L& X3 c6 L4 N3 ~- B: L& X
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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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9 y( Y, i2 @" @* s | paid must be reasonable in relation to the research and execution services provided. / s" F6 x0 _& Y& O$ }1 K& f3 z
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| paid must be held in escrow for the benefit of the client. 2 e9 s" b# [) _
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A)
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7 q5 _/ j. j" n. o' i | The assumption of linear regression is that the residuals are heteroskedastic. 1 g* m$ g2 o- p& k' w
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3 x0 T4 p, ]$ { u$ Q4 n) G | Heteroskedasticity may occur in cross-section or time-series analyses. 8 x* F8 H8 e! X3 F! k$ v
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7 a* l4 e; Z' x1 Y! ^ | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. ! B, h- P8 n# u
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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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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. ! p! m8 |8 \; `. t6 E" z
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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