本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 . z& z' q6 L1 g/ L
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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) + M. E! w: f& i" ~! I
+ w* ?7 y+ ^; z | Prohibition Against Plagiarism. ( P6 @( p6 r. s. i
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| Disclosure of Conflicts to Clients and Prospects.
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| Reasonable Basis and Representations.
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| 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)
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7 q7 S/ T0 K W | paid must be minimized. * g& J" X3 W3 p% @5 V4 m- f2 a
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, Y% {8 i! e( }( k5 K | cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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2 u% {- d/ h& ^$ @ | paid must be reasonable in relation to the research and execution services provided. " l8 i7 S$ `+ A7 Q9 \- ~
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| D)
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| paid must be held in escrow for the benefit of the client.
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) : P/ K1 Q9 M# R, c/ V' E; ^
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| The assumption of linear regression is that the residuals are heteroskedastic.
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6 B2 m9 S7 }4 l) z | Heteroskedasticity may occur in cross-section or time-series analyses.
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6 `' N+ H/ Z: f* B# g1 |# K | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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3 ]* ]0 e$ ^2 t- w6 D: @ L5 J | 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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| -0.55
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| 5.83
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| 6.50 + w) ~3 c, u8 T" ?. J4 r( e
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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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& }+ o3 U5 L2 r# y | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. ' q; t! K, S! f8 e! d5 n& [6 u/ q
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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