本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 1 y( G: O( |( _ {
& D# L* Y7 s0 Z1 \3 uQuestion：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A) ( g$ q- B0 `- V& @
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| Prohibition Against Plagiarism. * D3 ~0 V1 F+ X: ]
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| B)
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" Z% b( C4 x) a Z. a6 Q3 V- v3 G | Disclosure of Conflicts to Clients and Prospects.
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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) 2 {3 L) G" l7 t0 u
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| B)
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1 H+ B Q! Z$ r9 A | cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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; d" ?! x+ G5 `( c4 u, \ | paid must be reasonable in relation to the research and execution services provided.
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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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' b2 `. o# R2 ^5 V | The assumption of linear regression is that the residuals are heteroskedastic. + a4 U' n0 |& l6 f
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| Heteroskedasticity may occur in cross-section or time-series analyses. 0 n% }" P& e4 X* }: {/ i
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" Z! ^! ^$ @9 H6 y8 g/ _9 @ | 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. $ U, U8 j) M ^# d3 R
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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. 4 ~6 |7 ^ F! W0 H$ i- w
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. / H5 b6 X3 ]* ?) P
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. + D2 ^" f2 G+ ~* n& X& }
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+ `+ A4 |. h% X! e8 i | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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