本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑
3 s0 O' u3 ^3 X8 }" _2 `3 y) o) |+ B# ?3 l; V
Question：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A)
1 ~! }/ L, M0 O9 O8 }5 P9 o) H% d6 d* `. Y1 `
| Prohibition Against Plagiarism. 5 \" i7 o; Z/ j& z) D, f* T
& s4 v5 s, r8 a. G: ?- P8 Y | B)
4 \9 n' k. t* d9 G
. N& M Y* ]( j. j0 i3 l | Disclosure of Conflicts to Clients and Prospects. ; _1 v+ v- |3 ~9 v9 b# d# _. u
8 C+ T4 g4 R. n1 [2 o
| C) " [1 {2 b( ]2 r8 I; I3 m( E
' i" T, I* T; E8 g1 j; R5 m0 o) w | Reasonable Basis and Representations.
. x0 e! i& p5 J
( o% u8 r1 L4 n& m: X | D)
5 g1 y5 Q% A* a/ }
2 c/ E* L% I* v! V8 |3 Z5 B | Independence and Objectivity.1 ~1 Y5 f3 ?) D( {& v
% Z' p1 R" m8 S* H: ^ |
! _+ r. x, A( t5 m
, a/ [& k- T. t6 c. Z
Question：7 Which of the following is one of the four requirements for meeting fiduciary obligations with regard to soft dollar arrangements? Commissions: A) " k& L+ M8 `7 C8 i
& @. k* |8 U. ` I7 ` | paid must be minimized. & a8 B Q1 ]6 P9 ]
2 ~- \$ M2 O: H% r, m' s2 v | B) 8 ~: I( ?) ~( o- l% B C- Q
. o$ h* K6 Q8 i/ d# U) I& ~+ e
| cannot be greater than normal unless the trades being placed are in compensation for a trading error.
& k6 E2 f6 w+ u" I. w; D+ k1 t ~0 B1 a d S- w- \1 u
| C)
" w. G" Q/ U/ v1 y$ V. u8 [$ {* J6 P8 c$ V* S2 X) L6 K" O
| paid must be reasonable in relation to the research and execution services provided. $ P, @3 l* h# T& o
$ W9 G* p# Y5 U, u; a9 w | D) " k* u, ]9 V/ y5 v' e: B
{( J' u9 ^- c1 V2 B; y | paid must be held in escrow for the benefit of the client.
$ G* R: o: S6 O! D! W: X7 I" R
; y1 I u7 @! }. r% L/ W |
# n# D, Y, {: B/ ^9 e
, W, s' h" ^! P. j' w) G
Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A)
4 ?7 s: \2 g% ]7 i4 r: R! B0 v
" k1 I+ `$ @5 a, \ | The assumption of linear regression is that the residuals are heteroskedastic.
1 i: }) z w3 g- p
% }" u/ l( V* }' `; V; } | B) / v9 a2 H6 R! q1 ] A5 @
% s# x0 @3 O6 a; J
| Heteroskedasticity may occur in cross-section or time-series analyses.
$ r' a, N# @1 L9 w5 F& d5 E0 E8 E0 Y' Y
| C) 2 V7 ^" [4 O; p8 \: C$ {
9 V7 M( P% m& l/ Q* U, h
| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. ; t5 k% ~% t; {
( n. J$ b4 W5 Y# ]4 a | D)
3 a3 O4 m( H2 y! V3 i
1 o1 i- j5 s. U" n4 _( O" }5 t& M | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. 5 Z8 W& g# h" I
& [, O( \9 ]. \$ x+ y
|
' ^' w8 p, p" @3 v
3 W) \5 {$ n7 H3 A7 B3 Q
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) / `$ e0 w" D0 J1 F: j0 z: {
* m5 S2 C) H1 y3 ~# Q | -0.55
4 Z& K2 \4 {! {6 }+ [% L) ]& N% Y, r! v( Z5 w
| B) 5 }% d" J, @; D% o: F' J+ Y: ~# B
/ w; Q, _8 w' g% X! g3 b6 R | 5.83 * t9 p% r. g* L
/ M( U; v! h4 ?) G" o6 q
| C)
+ V2 F% R8 L; i# I& ]- [7 c
' \' t9 w$ j$ K | 6.50 1 ]" F8 i- M, S7 Q) w2 `1 p7 P
# u. r' n2 K& p# s6 I' i | D)
" \8 O6 I- e( y* Q+ H7 z% c% y/ h5 {, Z
| 2.83 7 w5 X( k; i9 l% ?0 L! t2 J
9 q" Q/ c3 X: m6 M |
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)
* f, [' R/ {% a! Q; H4 g- i
7 P4 u/ ?( I" E1 z& r) K$ H( B | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. & W. C! M/ M7 D# f& L% t
/ S1 ^ P) Q. m! y9 H! w
| B) `, c% I$ T/ o
9 }! q/ t) @% n' b2 s1 z3 ?( y | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
3 u0 U5 @9 y- G7 ]& u4 _; I- U4 \( Y9 M% q* Q
| C) # ~" F8 {) _% `$ X- N% a6 _, {
0 b- {- |. {/ b, R6 v; \ | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. 8 O M% E! P9 c' p* u
$ D( V) j D( p0 D5 {5 [5 h
| D)
7 ~' I; [+ h- | d" c+ { @2 a% Z" f
1 U+ y" ]1 e) R! a- B8 d | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
, k/ t* ]1 \, K
|
发表于 2015-7-15 16:13:13
楼主
发表于 2018-6-4 09:55:12
