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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* X% M9 A: G4 ^2 J! g# a; f | Prohibition Against Plagiarism. # |3 u$ o9 P& z0 L
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2 Q# c2 Y6 `3 K+ Z | Disclosure of Conflicts to Clients and Prospects. ! D: |' v$ V! @( y; |
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| Reasonable Basis and Representations. & j. s! N) Z' H' D1 X
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3 |4 w0 l) {$ G! k) b | 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) ) I0 ^, O5 n" L3 j
" n) x( K( ]) S1 J0 e6 N% y5 w" V | paid must be minimized. # e# G1 V. \# |9 f
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! T B( B( _6 X% u | cannot be greater than normal unless the trades being placed are in compensation for a trading error. 2 v; ~& g; f4 x, ^* @$ w5 \4 `
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) {2 R; f( ?1 x& n# B | paid must be reasonable in relation to the research and execution services provided.
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6 O; O2 R* S, o, F | 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) : f8 s+ ^, u- S( u; V
( Y( Y& n1 g9 |( }3 } | The assumption of linear regression is that the residuals are heteroskedastic. % T2 I8 K# X/ y' u
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2 \8 R" M5 U6 R1 H* ]. S% a: N# ~ | Heteroskedasticity may occur in cross-section or time-series analyses.
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- C* t# s1 M0 T | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. 8 s% g R- V0 n' \: ~# [" o
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& I5 Q @/ V" G | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. 1 x; @! n' S: b" `& _0 I8 P. n
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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) . T' p" H' A1 q
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! o% {9 K$ M! R5 {8 c9 S | 6.50 ! }+ i6 r& Z/ w; L) M! y6 `. @
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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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8 y; s* k; L& p% X! V | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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0 P! B' y" K9 U* ?" ` | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. 3 @7 l d1 j1 B# ^
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0 Q9 M1 N0 O* x: m1 |9 r/ Z | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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