本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 6 J3 y( u6 [$ f3 S. a
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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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# L5 l+ n. ~1 j$ l6 j( s | Disclosure of Conflicts to Clients and Prospects. 5 y) k6 L4 Q* Q
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| C)
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| Reasonable Basis and Representations.
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2 e& R. H' i" w3 J, Y | 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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& k) Z2 Y. m7 p/ N1 X' L* M | paid must be minimized.
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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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| paid must be reasonable in relation to the research and execution services provided.
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/ W; v5 `+ x# i/ C2 V | 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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" l) j8 H. M" A$ Z | Heteroskedasticity may occur in cross-section or time-series analyses. * P1 ^- ]6 H" D! t& j) L
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+ I' B5 _3 C0 O | 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) " v( o! y4 W2 @- U; i+ k
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| B)
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| 5.83 ' s/ Q1 J" G; t& G+ d
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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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2 I: I" p" J: ?6 q7 Y | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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| B)
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0 b( j% L! h- v' O" ~5 N | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. . G! Z& H4 ?' I6 H( u& m# m, m
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* F3 [: m+ c {4 s6 v8 M | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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' P4 }: A' J/ @: A | 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
