本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 $ ?$ X/ D/ T0 U# R) X
1 P; L8 E% [8 u# L! o1 }) z! fQuestion：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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2 ]7 n$ z u2 c; z9 s5 l5 u( S% f/ I | Prohibition Against Plagiarism.
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3 N% r& `' e. v- A! `, ?- x2 E | B)
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| Disclosure of Conflicts to Clients and Prospects. & {3 b H( W8 B7 M, a
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| C)
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| Reasonable Basis and Representations.
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| Independence and Objectivity.: G$ g' r( |6 Z0 A& a. i
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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. ' d- @# c) Y. G" J9 l
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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. 4 j' T: p& M$ N- F" L" s0 f% \
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+ \* e c! {% b. j/ o | paid must be reasonable in relation to the research and execution services provided. 3 F7 x% y4 u6 p8 A
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| paid must be held in escrow for the benefit of the client. 6 e3 @ U" R3 D+ }9 g0 {
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) # F; w: n: p5 V7 P$ I" O
- m$ L7 |4 L7 o# d, p( ^ | The assumption of linear regression is that the residuals are heteroskedastic. . m2 A2 S* {! u. h ^3 [! {
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| B)
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9 B* K2 q; A0 ^. R* ^: J | 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. 2 I: Y$ j. F3 |, {
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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)
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| D)
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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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7 D Y' m# |; J | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. + V/ z+ |. d+ L) `3 {0 ?
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. 1 p) e: N o1 A: v; @6 W S
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. 8 ~5 D% Y2 L# f7 s: e4 C
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, S& \1 o0 H/ n; i" ^, C | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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