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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| Prohibition Against Plagiarism. " D; X1 M8 x' q. P) M: j! P8 X
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| B)
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. W8 W" Z( _7 p0 z. l7 W | Disclosure of Conflicts to Clients and Prospects. % P; H* e3 M5 k4 Z7 t: g( v
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| C)
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& j+ Z% {6 V9 c' g | Reasonable Basis and Representations.
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| D)
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| 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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$ b& S. ]2 l$ o% h& F | paid must be minimized.
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& ^4 R9 V/ f B0 A$ r% M' ] | B)
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' H) D9 U# J- _ | cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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| paid must be reasonable in relation to the research and execution services provided.
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6 Q! m* x( a& L, W2 X | 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) 9 Y" ?+ c/ n0 ^+ z
4 y/ {+ G1 H/ J4 t1 X* V$ r: x | The assumption of linear regression is that the residuals are heteroskedastic.
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| B)
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! E$ [# Y) @8 K! \ s | 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. ' [1 d9 s4 X3 v; V* [
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| Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables.
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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) " p" K4 | p1 G. k C4 n1 e$ S
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7 B# y3 f9 D l5 f' `4 i$ K | 6.50 / o7 P! t/ U" r
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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) ! l- F! A; [4 L; i
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| H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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| B)
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" [% F0 S, u& [! J' Q8 F$ o | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. % ]* o( E9 L# r0 R
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. 5 S3 |$ v. i8 [' O" E/ h% X
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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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发表于 2018-6-4 09:55:12
