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) " @3 _+ K# N5 i$ U; y
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| Prohibition Against Plagiarism.
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5 L- v9 C1 k3 N4 v, Y. C2 D0 s. r1 ` | Disclosure of Conflicts to Clients and Prospects.
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| Reasonable Basis and Representations. $ Q6 M' V& e/ v: t3 V( t
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| D)
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| Independence and Objectivity.9 c6 c$ v0 ^, V% @4 G0 d/ H) g
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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) " ?7 [- b, Y, C6 H& a1 g7 M6 j
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| paid must be minimized. 7 V- t! I! B1 H$ F- g. M/ c7 l
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' w$ b. J3 y; f | cannot be greater than normal unless the trades being placed are in compensation for a trading error. 3 t$ W1 [- C6 w5 D, G9 @
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| 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. 3 _0 i0 k3 q4 Y& E" F
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) 6 ]9 y: b* W3 m3 n& o+ s
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; \$ b: L9 `& B! O# l% w& t | Heteroskedasticity may occur in cross-section or time-series analyses.
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. " v3 r" n, P- S& p7 \/ ^( ~
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2 @& B+ a9 y$ h2 t% D$ j+ l | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. ' m% p1 m4 F5 d. e: u5 F
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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
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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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+ K! c7 y# Q" O% o! \. V7 C% l | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. / y$ ^" @9 I# T, l
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| B)
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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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8 k7 d& S! {' _ | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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发表于 2015-7-15 16:13:13
楼主
发表于 2018-6-4 09:55:12
