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) , R; R$ v' ^3 e/ t1 {+ P4 Y) ~
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| Prohibition Against Plagiarism. ) ?+ N4 B# @, Q* {& A
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4 z2 V) e9 |8 Q0 e3 g | Disclosure of Conflicts to Clients and Prospects. ( a8 P) c7 F ]. j) N/ s
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| Reasonable Basis and Representations.
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1 ?" `! M& ^8 i0 |- M# r; y | Independence and Objectivity.4 F% x, y3 m4 X: [
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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 ^! D! l n1 X4 U
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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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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1 w7 u; G! _* z H | paid must be held in escrow for the benefit of the client. % I/ o( w; i) \' m" n5 v
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) 4 ~ G3 Y- z' b6 t( I
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| The assumption of linear regression is that the residuals are heteroskedastic. 3 g! N9 P0 I& v$ r# ~( V
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| Heteroskedasticity may occur in cross-section or time-series analyses. # u* ?# ?- ?( l+ K$ V4 F/ C9 T
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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, ^( ^8 D, T: \$ w7 j' X | 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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9 H! I0 }9 A. B1 s$ U | -0.55 ; H( M/ \3 K0 n% {+ U
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| B)
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2 o9 O: I, E3 L0 h G | 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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z( g8 Q0 ~- i$ @. i9 u' e | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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| B)
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' p* o( `/ O2 A | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. 3 S: ]2 b0 l0 `0 N0 a
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6 v! b2 P0 x' }" G | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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