本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑
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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) . v" R% {& w; m% }
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| Prohibition Against Plagiarism. : o+ p5 k. d4 N4 x+ o. e$ `
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4 X( k2 D. I! o: A, B0 \ | Disclosure of Conflicts to Clients and Prospects.
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| Reasonable Basis and Representations.
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% ]: Q2 ^4 B# |) @2 E | 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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| paid must be minimized.
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0 r# E- D8 {9 X) S, c( a/ m7 } | cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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f8 i+ j g3 V5 J | paid must be reasonable in relation to the research and execution services provided. ; {2 p1 t6 Y+ B- \& m5 x
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/ _/ J( A. S% g9 L1 d | paid must be held in escrow for the benefit of the client. 6 h+ h4 m( n+ R& Y0 k
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A)
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: h0 u7 j6 B' Y) u, f | The assumption of linear regression is that the residuals are heteroskedastic.
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| B)
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7 m% |* y: `9 G3 Y | Heteroskedasticity may occur in cross-section or time-series analyses. 2 W% E; H6 I7 Z9 c7 H" t
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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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| Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. # a# {& V. `; H/ s, N
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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) % ?7 B) }' M/ @4 Z# H6 m& S
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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) + F$ R2 O; L; f& Q/ c4 c( t/ E! q- n
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z6 B" |0 G; I8 `' B3 y W | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. 4 @* `1 T6 P2 m7 B
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. 7 H5 N* |7 N1 I) p$ n1 u
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| 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
