本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 5 A5 ]4 n- i0 P: n5 d4 j8 S/ {
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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) # m' [' Z/ V$ J5 s& W- G
2 m1 N+ h1 G) w' s" ?9 Z | Prohibition Against Plagiarism. 2 f* v3 t7 _/ s+ u, q
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| Disclosure of Conflicts to Clients and Prospects.
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' ^- B. E$ Z o* f | Reasonable Basis and Representations.
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( [ f; I5 @+ R: [- f9 i( ~ | 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) # [' C( M2 z: I* K$ G6 ~0 |
: f! h s4 y3 W) o" \! `! y | paid must be minimized.
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| B)
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error. $ ~: {" g9 X3 l) u. j1 V
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/ S9 V( g- i. |# {2 ^3 \ | paid must be reasonable in relation to the research and execution services provided.
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3 w4 b1 N6 J$ M5 Z7 \; A | 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) 5 S" r$ c0 d8 N
; A. H! k q( Z/ B% Q | The assumption of linear regression is that the residuals are heteroskedastic. 8 `$ W4 B. W$ O# n2 ^
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) y1 w- T: E3 O3 Z, R | Heteroskedasticity may occur in cross-section or time-series analyses.
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) h5 _$ V( _% z | 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. ) e9 K1 `* i6 D3 M* }
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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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3 [& I8 G l" U I; [ | -0.55
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8 M2 W6 o5 F- ~2 u( X4 O5 N | 6.50 A; Q" S) S6 [3 x0 _/ 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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) W& k, ]" A6 P* j: V4 d2 h | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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! y( K; t' q' a | 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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