本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 8 T5 q# [4 M6 U4 o; n1 a2 t" Z
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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)
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| Prohibition Against Plagiarism.
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| Disclosure of Conflicts to Clients and Prospects.
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| Reasonable Basis and Representations. * P. z8 q+ s7 e* q$ t( Y8 J' \
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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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| paid must be minimized. : m; {9 m9 X- ^7 a+ p% v
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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| C)
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" Y& U; z/ Q4 S8 X9 j( E. J0 l | paid must be reasonable in relation to the research and execution services provided.
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1 Z3 e, G0 r0 t9 I! k, t6 { | 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) 5 R2 ?7 c" ]% {+ H7 f* V. Y
4 I% V5 a( \' ^* _4 n* W0 E- a | The assumption of linear regression is that the residuals are heteroskedastic.
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8 B; p: b- d" f: X# ]) u | Heteroskedasticity may occur in cross-section or time-series analyses. $ o$ l: @5 S& [' [
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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| 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) , }2 r( B! n' o. H r7 t! O, L
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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) + U& s0 m3 @# P
; x ^& \6 y) I W, H. |9 Y# Q g | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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| B)
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. ! H- B6 r6 @8 U) i1 m0 \+ l: x
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. 1 g* L$ l. l" X0 b4 [" \
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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
