本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 a9 J3 }# ^, n* y/ \* W Z
* `2 w, v+ i5 D9 X, mQuestion：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A) . ]/ {8 o; @8 ~, e
* R7 D! f6 U# @ | Prohibition Against Plagiarism. % y o* ?+ @ S% f; d0 t6 [6 @) _, t
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| Disclosure of Conflicts to Clients and Prospects. $ `+ a" O! \" q
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| Reasonable Basis and Representations.
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| D)
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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)
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8 a$ J7 m6 i8 S. q | paid must be minimized.
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; A9 v; T; x. T | B)
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1 b, a0 z. L0 C | cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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| paid must be reasonable in relation to the research and execution services provided.
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| paid must be held in escrow for the benefit of the client. ' |( k; C( ]( V# {
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) ! X' L5 h! h6 ~" a- S' \1 G
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| The assumption of linear regression is that the residuals are heteroskedastic. ; U2 W" a7 W$ g8 S/ q2 A5 N8 S
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| Heteroskedasticity may occur in cross-section or time-series analyses. $ s- [3 a5 X0 s' i. u, F
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! r; X& P; _% C1 o+ y, T6 | | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. # v# B( G3 y( v5 L! d5 p* y7 a, _
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| Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. ! x+ b& o M5 r0 f L( j
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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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+ o% Q) w$ ]0 { | -0.55
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0 p% ?- Z# R: p1 Z' Z | 5.83
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| C)
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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) ' |% w' ^: o( h; h- n
! C' E3 a7 J- P* m | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. % P9 g( I! s& D! A5 Y4 y. b
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, U2 I( K5 a. h" A* F | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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, m o+ F- @( {1 g+ j& T l3 C) p | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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发表于 2018-6-4 09:55:12
