本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 , Y) B7 Y, Z4 N, q, Y
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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) - }( v3 P8 h. m3 y; C4 e2 ]3 V
( _8 i5 z- X% A9 F2 n) d' ~0 I | Prohibition Against Plagiarism. ' m) k) n0 \6 N U: f5 [; D
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| Disclosure of Conflicts to Clients and Prospects. : z$ |! R- p. D6 b5 l2 _& X
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| C)
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7 ?0 a- ?* U8 q% |& i | Reasonable Basis and Representations.
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| D)
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& `4 ]/ H6 K! Y% [+ y | Independence and Objectivity.4 E' y+ ]; a2 L% m$ b7 @
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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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6 Q' a' F- n( k7 s0 n! o0 B: k" I: V | paid must be minimized.
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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. ! z# `1 k) F# { K+ g5 P
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| paid must be reasonable in relation to the research and execution services provided. ) P. o: P+ Q3 J3 m+ D
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5 R8 ^: C# {$ k% B; j$ U+ u* ` | paid must be held in escrow for the benefit of the client. & z0 k, L1 b4 b' A# M
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) + \' V8 E3 H* D: L0 S
6 P% Q# b+ y& n- v( Y! y; z, @ | The assumption of linear regression is that the residuals are heteroskedastic.
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| B)
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7 p! S% ~2 }0 S2 K) E i | 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. / A6 T) _3 O. g; @ d; F3 C
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! q/ S. s9 d/ h0 x) k; z3 E | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. , f. X& ^ U( x; V! C2 [/ F
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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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| -0.55
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| 5.83 # F" k) C' d; P
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* k4 Z' `, S/ I | 6.50 , K2 \3 X j' Q; a8 K; S
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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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$ f9 ?, O" ]/ G | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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' ^0 g( t1 L8 O7 p0 Z0 U* ~ | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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发表于 2015-7-15 16:13:13
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发表于 2018-6-4 09:55:12
