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) * o) }0 n( L4 ^4 o/ G/ r
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| Prohibition Against Plagiarism.
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x" F/ C: e. j* @ | Disclosure of Conflicts to Clients and Prospects.
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| Reasonable Basis and Representations.
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| Independence and Objectivity.6 Q& Y/ s1 P) ?9 X; ]6 e. z2 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) ( U4 }3 P4 x" r0 O
% r0 m- Z7 p: Z | paid must be minimized. 7 A8 ?, Y# W6 x0 y( p" T. [) {
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| B)
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! w6 W+ D3 t2 `+ g4 I | 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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% E, F( d9 [6 h6 w3 v | paid must be reasonable in relation to the research and execution services provided.
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| D)
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, A% l7 m. N* p1 Z | paid must be held in escrow for the benefit of the client. & h R$ o4 [# `" p1 {
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) & C* f' E, Z& s) ?' I4 P- S5 k
o; L/ ~# \9 l: _ | The assumption of linear regression is that the residuals are heteroskedastic. : b) M8 c% w8 j* ~: m6 F& {6 V
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| Heteroskedasticity may occur in cross-section or time-series analyses. ! a5 x" ^0 q8 ~7 |: I" `
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. 9 J3 w" V' V6 @" j
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| Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. " @ t `3 w2 f6 U
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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) 3 v2 f; |# m: @6 f: A* j
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* _( s* s8 I' j& o: @! o% c | 5.83 0 _3 ~3 P3 z' x; U
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( M& I3 s2 O8 D+ h& X/ B4 j | 6.50 * p% P# V* T4 V+ v1 {" u
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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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6 Z% Z. s1 o; L9 @ | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. 1 {* C0 t& G5 D4 i1 m
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. 4 r n+ `2 ^4 G p
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/ l$ b; G8 M4 U0 y, w- Q% s# d | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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