本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑
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% Q5 y- f k0 U6 `3 ~* x3 jQuestion：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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| B)
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| Disclosure of Conflicts to Clients and Prospects. 8 @8 b) C* Q! n6 V: Z# b
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| Reasonable Basis and Representations.
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3 ]5 r; X" r3 B- H& Q& Q8 | | 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) : C7 j8 ^4 |6 g- t
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| paid must be minimized.
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5 p0 E. z6 P- b# ^ | cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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& R' l3 W2 W5 K$ Y. k9 Y8 V | paid must be reasonable in relation to the research and execution services provided.
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1 h4 H+ x4 J1 q+ [0 N | paid must be held in escrow for the benefit of the client. 4 }& o7 @+ l4 v# s) z5 Q: U1 f4 i
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) ! P9 m5 E9 d7 X6 r8 d
0 r3 I g2 l* w& T8 x4 H2 w# x | The assumption of linear regression is that the residuals are heteroskedastic.
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* H0 p" u% t1 n2 I7 d8 | | Heteroskedasticity may occur in cross-section or time-series analyses.
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( J; q6 a9 n+ {+ B1 C) N | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. + s6 M5 p2 o, e+ }5 }% e0 `
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: D" Y. ~4 i+ h8 Q0 \0 Q | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. 1 g$ H, T! S; A
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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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" I7 h. y) b0 b6 E | -0.55 2 z; a6 J+ L9 l# h2 `
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| 5.83 8 `: a$ P: A$ F7 N1 A4 o
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2 C0 ? c' A" r/ W1 K: j# s+ o | 6.50 + N r1 U5 K' r8 o# X" h! Z
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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) $ n7 M f! {4 y+ ^# |% @2 P0 V
# X d ^) y, x- h | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. 2 U' c/ F, j/ r
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4 N& ]/ Y7 Z6 z) c; n; C | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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