本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 * x2 d- I* S7 a$ W+ X2 H0 `4 W
* \ ?7 x7 {: C4 e/ aQuestion：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. : K0 B5 E9 Y, W( }: A' ?/ _
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| Disclosure of Conflicts to Clients and Prospects.
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| C)
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0 K; u8 V! _9 c( e: N! m- x) i3 D | Reasonable Basis and Representations. : o4 `$ @' n( G- x
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5 `0 f+ D; L7 W9 [, } e# H | Independence and Objectivity.7 m6 n& `+ W# r% Q- `
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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) 8 k$ ~( N# \' Y) v7 _: J8 ^1 d
# l, J' {" g b, N | paid must be minimized.
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| B)
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error. ' K ?5 F y1 K; M) e
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- N9 }2 {) N5 `* l+ k | paid must be reasonable in relation to the research and execution services provided.
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6 }3 ^- i" D, ?( n" h0 P7 ~2 h | 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. - z r/ D3 A1 v6 H% s. f# k+ Y
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| B)
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| Heteroskedasticity may occur in cross-section or time-series analyses.
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" E- ^- `. H1 G | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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3 T0 F* A- i# w" O! X$ L | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. " a4 t, S" c. ]3 I2 v! {- a8 t
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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) * K3 j1 k4 y3 I1 F6 E8 D
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| B)
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| 5.83 , d2 r x& e% }4 p+ X2 v
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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. - n& }0 z' |& N0 z# f
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. ) F3 _, L1 i7 H# z) t# T
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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( m1 N" ? B: x5 q m/ u P | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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