本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 7 O* p: ?4 w) U* }
) } |7 \ a2 A7 l) C( ]2 eQuestion：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A) % T* W4 E v/ Q- n: y: a1 M5 d& n k
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| Disclosure of Conflicts to Clients and Prospects.
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| Reasonable Basis and Representations. ( n3 V: n$ z: t2 Y; l5 g7 v
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| D)
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; n% o: w1 w/ {% x. S8 k+ { | Independence and Objectivity.- |2 l9 b+ C" k) g/ x6 Y+ c8 H
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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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4 G0 _: T* q7 p: m6 v | paid must be minimized. ) P! l2 K/ L4 D) X5 Z% K
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| B) 2 i7 x+ T+ w* E( F
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error. 1 @$ i- u' q. q% z" J
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| paid must be reasonable in relation to the research and execution services provided.
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| paid must be held in escrow for the benefit of the client. 9 i; h7 s, G4 T" z- ?1 r/ T( d$ x
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) ) y/ O* o4 `( d; _ ?. D
+ B3 }5 g" j( U$ o" L | The assumption of linear regression is that the residuals are heteroskedastic.
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| B)
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& A+ B- W/ A ]: h! \$ V1 e | Heteroskedasticity may occur in cross-section or time-series analyses.
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- ?# ^) |/ E5 C- m4 f) w | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. ) q# D* F4 ^* V$ l# v/ R1 P
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| Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. 6 a' Q, y0 ?2 k
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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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2 n4 N4 O6 h+ ]6 n: \ | -0.55 * ~& [) K. `+ [* y- j) f5 S! O8 D6 N
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2 Z ^- O+ R1 `! ^2 K( v1 D | 5.83 1 f# M8 H( [/ {: a! L
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k0 |3 `0 g+ p: I | 6.50
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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. $ }) P [* Z% h* B, p& b8 r& N% T9 P
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| B)
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. # Z5 D0 G0 C) o' U
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. 3 K, m& c/ H# c' H% ]- K- H$ j& ?
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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
