本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 3 T. s8 u6 j0 w& |0 b/ l0 X
# z. j8 D0 z ^ m o6 YQuestion:6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A) 4 l/ d( w, v2 ?! u0 y' `5 j
& X+ ]# w0 O! f9 x' f | Prohibition Against Plagiarism. . n+ i& K1 j; ^& I
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| Disclosure of Conflicts to Clients and Prospects. : d2 ? |! _( I
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| Reasonable Basis and Representations. & ]& j. F6 Q2 `; A& 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) 2 @" i9 |* J1 p- K$ R2 Y
* D) c% F# H# s1 p | paid must be minimized.
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| B) - h+ E5 Q! e9 [' |: I6 h5 E
" r8 P& W6 |6 g/ i/ b1 n' Q | cannot be greater than normal unless the trades being placed are in compensation for a trading error. # N! W+ q0 s" Q1 k! `; y6 ?6 c
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| C)
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| paid must be reasonable in relation to the research and execution services provided. ; K# D( w) ^- L' `( _; \
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| paid must be held in escrow for the benefit of the client. ! [5 B+ k8 l7 v: j
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Question:8 Which of the following statements regarding heteroskedasticity is FALSE? A) ( W: P1 ]/ R$ B4 E- D/ m
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| The assumption of linear regression is that the residuals are heteroskedastic.
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* Q/ }4 k8 C l' C | Heteroskedasticity may occur in cross-section or time-series analyses. 1 o4 c5 }3 {9 V' [1 a
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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. u) Y% Q& I( o | 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: d! p W9 N9 o2 u | 5.83 " k# R) A4 [+ V# a; |5 f2 x2 t
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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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4 I; h3 l1 ]5 Y: b$ F' x/ M | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. 9 i+ x! V& ?) y* D3 S
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" X1 N0 ^( h# h4 c: c; K! v | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. ! v9 a0 P+ g! ^7 T* Y( h8 _
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. * }8 o* g1 P5 Q/ C2 ~/ z0 O
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. | 7 R, c; i& x. Y9 G
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