本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑
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; J! I6 u6 I; ^! ]8 GQuestion：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A) 6 ?4 N: n, D( [: z0 q; R
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| Prohibition Against Plagiarism.
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) M/ S, R" Z! \2 M; q6 o( T | Disclosure of Conflicts to Clients and Prospects.
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3 _. E M5 P" H | Reasonable Basis and Representations. 4 \6 S9 a2 K3 y. K# I
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| Independence and Objectivity.# i/ |4 M+ {8 H2 z9 \* G) e
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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. * f/ t" j S' j) A/ u! l! A
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; U$ S" c6 v P | cannot be greater than normal unless the trades being placed are in compensation for a trading error. * G; z: {: R0 z( g4 |; E
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| paid must be reasonable in relation to the research and execution services provided. + p7 [7 m0 @0 E1 U' e! W* ~8 v
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| paid must be held in escrow for the benefit of the client. 3 q# y+ e" j) R' J5 _
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) % p7 v7 {5 Q* v. d
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| The assumption of linear regression is that the residuals are heteroskedastic. 3 s; W2 t! \, u/ s& x. x
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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 ( X$ L2 Z( {" \7 B% _2 b; u: g/ v
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| B)
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3 W/ }! f' w# u2 ]. |+ b | 5.83 # p1 m; ]% @9 J6 X
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| 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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3 X! A0 \ t; w2 _4 \ | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. & v3 d8 M/ U$ V) h8 b) \ p
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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" ~$ [* E" `# h$ f+ _2 }1 Y | 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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