本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑
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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) 3 s5 H* ]5 B: W! b- U
3 j& c" V0 I( i* R( v+ k. \ | Prohibition Against Plagiarism.
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: F: f2 V, ?5 g/ w0 f7 q, E; i | Disclosure of Conflicts to Clients and Prospects. i. Z h2 g. I0 o' ]# z
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| Reasonable Basis and Representations. ! y, z1 M/ r) m* H3 v
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6 |9 s" V2 _( @: ~& \ I1 ~ | 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)
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| paid must be minimized. - T! F l" g( I8 y! E0 n [/ \
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error. 4 h+ V1 n( y% _# I& z( {) F
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| C)
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- d# v1 D) Y' I3 \3 { | paid must be reasonable in relation to the research and execution services provided.
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| 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)
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| The assumption of linear regression is that the residuals are heteroskedastic. 4 N+ H! d K1 W; f# {+ ?
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| Heteroskedasticity may occur in cross-section or time-series analyses. ; e' G# s# j3 Z9 O* [+ O3 V( x( q0 y" p
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$ z# E; g( w$ P+ S& _) `, K9 F, [ | 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.
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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) 1 [- z1 C5 \. t# y$ G6 Q& ]/ e
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( E& e: E+ \/ M4 m0 c! F4 o- A8 Z | 5.83 9 E1 Q2 i5 L6 C; b( P
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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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# i& Y* i# Z5 \% }1 k( J | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. # Z: q9 v% w* z& ~
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' i- ?7 v; X" H | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. / g- w; X6 d& v! C5 l$ x. s6 _2 h
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. O+ K% B5 K* i# ~8 n | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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发表于 2015-7-15 16:13:13
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