本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 / x4 @7 r8 D3 F9 P1 z1 t
3 q: g3 k0 [% z( w O: iQuestion：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A) 8 O2 q; h" s) v0 e* o' s% Y; D
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| Prohibition Against Plagiarism.
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| B)
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| Disclosure of Conflicts to Clients and Prospects.
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$ b' N2 W; T, f$ r& g9 G4 X | Reasonable Basis and Representations. 5 J; f, L) l8 M0 ]. Y
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* {( `9 R6 M: x# [/ v- ^4 n | Independence and Objectivity.. x0 p! W* X7 _# z9 l 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) + Y' A! ?; t3 W' D; B
) L1 b: J {5 ~0 w& O! e& w% g! Z | paid must be minimized. ' a: P6 }! M6 a# B4 N- p n0 }
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, F/ r: B) t1 N3 O* ` | cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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| C)
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| paid must be reasonable in relation to the research and execution services provided. ' M2 l3 t! W6 f. j1 x" i7 H% f# g
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) |, G" q* s* p: T | 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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: h6 O: [4 K) o | The assumption of linear regression is that the residuals are heteroskedastic. 8 d3 A. }1 I7 S0 }
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6 \+ s- n! i/ N; Y3 n | Heteroskedasticity may occur in cross-section or time-series analyses.
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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7 n ?* g2 g7 [8 }! X5 E% d' q | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. 2 Z$ @0 b6 G8 a7 V" |
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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) 7 y' v0 }) g+ O/ R
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| 5.83 7 `6 E$ U* h" y" \) G4 P. D
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| 6.50
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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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* J/ j G& D: T6 y7 O | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. 9 t* h) ~7 Z3 o1 G* g, v" Z
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- u2 @- h2 {) A- q# `: L. H | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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0 B0 I' X5 g: g' j; _3 z+ g6 f" G2 { | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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