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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d9 Q! ]; y/ l2 f4 U | Prohibition Against Plagiarism. 5 I# J- B6 r9 t
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- S: x n. b3 K* P | Disclosure of Conflicts to Clients and Prospects. . ~9 ]# I H l1 L* I9 b$ Y
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| C)
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a* h a K, c, K | Reasonable Basis and Representations.
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# A1 k$ Z/ I8 R7 G* |* l' p | 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)
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| paid must be minimized.
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1 }1 ?& i, }; J6 X | cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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/ s" w, H0 W+ d: T3 b. x) G | 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) ' o# Q- k# L7 g# }/ ] B( m0 j
- R: E( E6 g; K0 ]( E o- Y" r( S | The assumption of linear regression is that the residuals are heteroskedastic.
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5 n. ?5 c5 C& p4 C | Heteroskedasticity may occur in cross-section or time-series analyses. ) z4 R- i( \6 U( U u& P& L; D
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, y( o# e& f9 o0 X2 \. l# q' |) n | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. $ I3 }6 p- N$ V- x0 @
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| Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. : X& X8 C% E3 A4 N) K' m( X" Z8 F z
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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) ' L4 O x" J- P& H: U1 i4 ~5 G# V
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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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1 }. X" w+ d5 D' K! F | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. " R8 m0 s' ?& b0 ]) i" c- G
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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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发表于 2015-7-15 16:13:13
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