本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑
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2 B# Q! k$ y1 j, D5 M1 \7 pQuestion：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A) 6 X) {8 C9 g, C
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| Prohibition Against Plagiarism.
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| B)
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| Disclosure of Conflicts to Clients and Prospects.
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| C)
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| Reasonable Basis and Representations. 6 R/ @; K/ v P, L7 g+ w" x! P/ D- L
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& O9 |6 ^2 k6 G+ a | Independence and Objectivity./ ]2 [9 n9 K) L# f; X+ [% j0 |
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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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% |8 r& h7 M$ C1 |# |" ~8 @: N- C1 @ | paid must be minimized.
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| B) + j$ g/ Q0 a7 W( K% j2 @% H" [
! |# |1 n& `, C | cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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; J* m3 I, R% a% w7 ^ | paid must be reasonable in relation to the research and execution services provided. & A0 T/ L2 M3 L1 h" F
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| D)
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| paid must be held in escrow for the benefit of the client. % U$ V( ?- y& b8 q' a
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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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( _3 t& F7 ^6 }( d | 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. 0 \% S% S9 A/ P: y, O, A; o
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3 v' t z: `# _4 {; O& y- F& {- B | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. ; v& V8 N* D( {+ L! b" J
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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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. z7 c5 J* G: F1 R: v. z9 \ | 5.83
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| C)
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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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# f$ M9 v, t5 ?9 p5 [ i | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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| B)
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. . P: ~ C7 A# X
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. " L3 G# a0 r0 e4 p$ u4 Y
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+ \5 c! w9 }3 [1 |+ ^ | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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