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[Level 2] [LEVEL II 模拟试题] Mock Level II - Question 6-10

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发表于 2015-7-15 16:13:13 | 显示全部楼层 |阅读模式
本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 0 O0 \6 P; x  {/ \6 p

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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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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.
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D)

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Independence and Objectivity.! Z. V- M. ~  e1 E: c5 a$ e- K
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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.
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B)

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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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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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B)
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Heteroskedasticity may occur in cross-section or time-series analyses.
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C)

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Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.

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D)
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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)

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-0.55
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B)

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5.83
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C)

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6.50

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D)
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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)

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H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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B)
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H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.

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C)

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H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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D)
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H0: σA2 > σ02 versus Ha: σA2 < σ02.
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 楼主| 发表于 2015-7-15 16:13:56 | 显示全部楼层
本帖最后由 Kakashi_8 于 2015-7-16 14:03 编辑
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答案和详解如下!
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游客,如果您要查看本帖隐藏内容请回复

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CFA!用实力让梦想落地!
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发表于 2018-6-4 09:55:12 | 显示全部楼层
daanaaaaaaasdfd
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发表于 2018-6-21 21:55:57 | 显示全部楼层
谢谢。。。。。。。。。。。。。。。
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发表于 2018-8-15 15:40:13 | 显示全部楼层
谢谢~~~~~~~~~~~~
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发表于 2019-5-28 14:43:54 | 显示全部楼层
谢谢楼主!
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发表于 2019-5-31 16:18:49 | 显示全部楼层
谢谢谢谢3 }5 K, P4 D- N- g
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发表于 2019-9-18 15:13:59 | 显示全部楼层
CCABA? wakaranai
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发表于 2022-1-11 17:08:42 | 显示全部楼层
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