本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 4 W7 O8 z) t3 j7 b) z( I. B% m7 j
% O8 ^# |& ]: vQuestion：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A) , e; J' r8 U9 _2 [9 m
2 l4 {1 g7 J8 f/ D$ C% f6 Q | Prohibition Against Plagiarism.
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| B)
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| Disclosure of Conflicts to Clients and Prospects.
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G! O, a6 O8 q) B, y$ X$ C | Reasonable Basis and Representations.
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| 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) $ I" {, l: z) Q; w4 U) P
$ a5 X7 t$ |3 S | paid must be minimized. ( M0 S" q/ s9 T) @( M. \* B
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| B)
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* R$ T& S+ X! _& U, j. k6 j2 r | cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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- i8 L; U' _: P0 U. K | paid must be reasonable in relation to the research and execution services provided.
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| D)
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# s9 |( _+ W, N# ^7 H" I | 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.
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* m: q: @! m* {+ V | Heteroskedasticity may occur in cross-section or time-series analyses.
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5 Y0 l% v( d. J: B+ h | 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. 8 O8 x- K, x8 U
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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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; k1 E9 ~" `2 @ | 5.83
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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) ! m. w3 g' S3 V) n" w; q
( T J: v* S( g0 w H1 c; H; b7 b: n | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. / Z: p( H3 y f5 |( f& [" M8 z
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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6 I$ c+ c& i7 r" K; z: ?- x5 i6 i | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. 6 Z8 W& e" P* @( ?$ ~
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' ?; @& N+ B4 Q/ ? | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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发表于 2015-7-15 16:13:13
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