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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) x2 D4 v! X" p: u | Prohibition Against Plagiarism.
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| Disclosure of Conflicts to Clients and Prospects. 0 M9 R8 h( a9 A$ k) ]
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| C)
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| Reasonable Basis and Representations.
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* I# ]9 l8 ], a0 t | 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) & k1 P6 c/ @- }' ^" ~6 _
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error. ' m. |6 d; E8 ]. {+ S: R& ]7 e
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| paid must be reasonable in relation to the research and execution services provided. 9 N# @" M) j* d! b9 o
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| D)
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! x2 e1 h+ s' s: J3 ]- `, F! l | 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) * b" O4 o0 W3 B" x& m
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| The assumption of linear regression is that the residuals are heteroskedastic.
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| Heteroskedasticity may occur in cross-section or time-series analyses.
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0 a: ]5 S! P" d0 F6 [! d4 P/ {( J | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. ) h/ o* r- G7 h) Q+ M* ^. O
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| Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. # ?% o* x% g ^) r* e3 @) E
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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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| B)
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| 5.83
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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.
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| B)
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. 5 e6 B, B4 Q# Q0 V8 h. I( U: |' \
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& k/ f8 c0 O$ ~" E9 f% w/ N! u" p: j | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. q% G3 y) t7 d- q$ ~! R1 L E, G
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$ n: u/ f+ Y% P | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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