本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 - P- D% ^3 p' i- S* I4 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. 3 y" Y) M. l9 N# K1 b! R, k
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| Disclosure of Conflicts to Clients and Prospects.
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| Reasonable Basis and Representations. 3 Z" `: m) M1 e5 d5 I. x
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8 _, L8 G7 u: W4 \9 R& W | Independence and Objectivity.# I+ p7 w& G9 s! O3 A& E
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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. 4 y, X. F" k; B% N% j1 ^
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+ [9 C; x! `" P! z5 C5 w | cannot be greater than normal unless the trades being placed are in compensation for a trading error. 0 d' D" R7 D- `( k- s- N/ H
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| C)
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- `# _& S3 o9 Y/ Q: I m | paid must be reasonable in relation to the research and execution services provided.
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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)
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| The assumption of linear regression is that the residuals are heteroskedastic.
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4 Q G* o) ]/ Y8 O | Heteroskedasticity may occur in cross-section or time-series analyses.
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* G+ C, W9 p/ F: f9 z | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. 4 T+ D; U+ A! i3 x V
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| D)
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; K3 W, a( v9 O O6 i | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. ! T4 i: v. C& K8 f* X
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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) 0 K" g( _, U& M) Y9 z5 F) `
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| 5.83
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| 2.83
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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) ! i3 f( \& {) b0 u6 }9 d/ }, ?
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| H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. k* P# B7 q/ K: l
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| B) ) H. h1 C) h" a1 |1 S- s. e
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. * J" k: T4 m" G8 k" r: c
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| D)
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% c7 k7 M/ }5 H+ l6 `- @# \- ? | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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发表于 2018-6-4 09:55:12
