本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 ; T# Q5 C3 n& t/ P1 z
3 q! Z* x: @2 z# ~Question：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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9 I3 k/ p* u4 u: j | Prohibition Against Plagiarism.
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| B) # K& c9 X# x# k& D# Q
6 M% {3 L: m' z4 `4 q | Disclosure of Conflicts to Clients and Prospects. 1 Q* a* E1 n2 j4 O6 c E
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| C) 9 v$ [% P: z3 y# T' b
7 Y3 X! V2 r6 e | Reasonable Basis and Representations.
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| Independence and Objectivity.* X1 V1 q; r5 B: D0 q% k
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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 I4 p+ K0 J0 a: c! b9 l" @ | paid must be minimized. + S' Q! ]- _/ f6 N" ^
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| B) - `; @4 ]7 f# n& }! M. ? A
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error. % @8 }* p! c) w, P w# t" d2 q
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/ h( u0 f3 C1 k: J | paid must be reasonable in relation to the research and execution services provided.
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- P: I6 S0 k" H+ H- ~2 a+ A! A | 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) 0 g8 A" n) L' Q4 u; W" ^
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| The assumption of linear regression is that the residuals are heteroskedastic.
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+ u. ^9 W/ Y% }# N5 r# P | B)
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8 ?# H4 c2 v' _' X5 Y | Heteroskedasticity may occur in cross-section or time-series analyses. / S0 d" U7 d: v5 V: T
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% t- K5 U4 b2 M+ ^ s4 U" n& W | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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- h6 }+ \1 w/ t( l: H | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. : i# _$ A7 m! A4 d& U. ^) T1 e
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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) % Z1 i' Q8 b% D# K+ @
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" {* d2 D$ e- T- h& ~& T6 V6 | | 5.83 $ V& T) b/ f5 }- e: c
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| C)
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| 6.50 1 U4 t, a, n, 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) # Z* B+ W7 r# O) [- X9 j
3 l- t1 R3 k& a) S8 A) b! A | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. 3 N8 @' k) v ~
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. [* r6 l! S" Y4 V; Q6 x
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; @1 D/ u! Q0 }. v | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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| D)
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: |. z% D: e! V9 r | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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