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) ; W3 h1 X& d$ D4 ?5 T2 ?& L
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| Prohibition Against Plagiarism.
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| Disclosure of Conflicts to Clients and Prospects. + c6 b0 X& `' i9 N
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| Reasonable Basis and Representations. # n9 I* G) s9 x/ [
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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) & W( V w; J2 h Q4 A. |
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| paid must be minimized.
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error. 5 S1 N; X$ l4 X* m) y# \# |
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| paid must be reasonable in relation to the research and execution services provided. . S1 m, ^- U# [$ H
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| D)
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! N# {* b& |2 ^' q8 f | paid must be held in escrow for the benefit of the client. ! b: e7 n7 }( r, c8 D
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A)
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| The assumption of linear regression is that the residuals are heteroskedastic.
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| B)
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| Heteroskedasticity may occur in cross-section or time-series analyses. 7 Q! h3 ^; m9 ]( q) j
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| C)
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. 6 T6 N- x. \+ y7 O$ ?
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| Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. % o5 |: p% Z" g. x6 {; C
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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) 9 U" a2 a2 j3 G$ N! F
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| 5.83 . N' J( `8 L; o3 `/ _ o9 j
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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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| H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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| B)
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" j8 y- [) G% e: ^: y p2 n. v | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. - `8 }$ f+ M W
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| D)
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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