本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 / O$ p. |; E- ?
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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) % r- [# c% V: o3 B! b! h2 R
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| Prohibition Against Plagiarism. 6 B$ i! i# a: \: C1 }' a8 d
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| B)
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| Disclosure of Conflicts to Clients and Prospects.
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| Reasonable Basis and Representations. 0 |; r0 m- R" \, C
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/ y) P$ P$ T" V; w! G! G | Independence and Objectivity.' b- L( Z; E) l2 u
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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) 5 |3 [+ ~ O1 y, @* D' Q5 ^' F: j$ d
+ x' p8 J+ n4 W$ v" r | paid must be minimized. 1 V0 b( [1 m9 ~! J9 @; e
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| B) 1 ~1 v) ^, l4 F8 l- ~! V/ B: J# f2 |
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error. 7 a w# m8 @2 i: V* H3 _
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| paid must be reasonable in relation to the research and execution services provided. & ^, U! r; h) P3 I. B1 Z( s% 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) . Q& @4 Z: [# v( X
$ F+ Y4 o: o% }& n | The assumption of linear regression is that the residuals are heteroskedastic. 0 i- w) T. r8 f. h2 d
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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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" q8 M+ {5 P2 a, Z2 {- T- ]6 i2 v | 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) ' c% f% Y: d3 W; _$ _9 {5 x
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| B)
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| 5.83
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| 6.50 * t5 s6 d/ ^; x1 t5 n7 F' `5 Z2 w7 a/ I
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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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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. , I. @* t1 ?( Z' o5 I. E
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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