本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 1 Y: I( K9 P% j; V8 w
K9 M+ R Y9 o3 ?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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| Prohibition Against Plagiarism.
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* x: e {: A6 H5 M | Disclosure of Conflicts to Clients and Prospects.
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| Reasonable Basis and Representations. ) V/ |9 H4 d. \
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| Independence and Objectivity.( i D4 K3 O2 Q; S) j
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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) 9 c- g1 d( H" f& M" J G! Y
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| paid must be minimized. ' }* @& g, F8 [1 r
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/ |: v3 o$ Y, n% I+ h7 d | cannot be greater than normal unless the trades being placed are in compensation for a trading error. , n" Z% p& [: L" O! X0 f* o
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| C)
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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. E7 x! a9 @ e% A
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) , j1 @+ Y( X& l. M- A1 B, q7 i
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| Heteroskedasticity may occur in cross-section or time-series analyses. n* |" \1 |" V* p
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| C)
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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/ I, W4 h- u( f. X6 N | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. ! D, X* T8 p5 V6 s& [* A. j
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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) 0 a; T$ }( W( D7 [) p) X. E! X
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| -0.55 : P- E }& [* t; m( ^7 L/ g
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| B)
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$ C6 \; L4 G+ Q* \ | 5.83
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| C)
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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) 3 ~$ Z4 s6 J$ z) M
7 A9 s* W/ u. t9 V- v- @$ B B | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. 2 P& ^. E/ n) |" N; I4 S
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3 } x+ _: A0 C& V$ j; Q | 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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