本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑
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4 |2 E2 I3 l1 w U2 {2 K6 vQuestion：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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' a- j% r+ N% x% k | Prohibition Against Plagiarism. ; Y7 t. M5 C: a4 v( Z, x! u
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* D/ ?7 @/ p7 j4 G8 P | Disclosure of Conflicts to Clients and Prospects. ) L: F5 [3 r R: e1 I! J
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0 r5 n# O9 o1 {# D! q | Reasonable Basis and Representations.
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| Independence and Objectivity.: Y3 u9 v7 |! y, J; w/ H' T
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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) ! c( [% w* O+ G% ~: p7 h, V
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| paid must be minimized.
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| B)
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* A3 Y4 e8 @+ Q | cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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. |' Y. S/ w9 K | paid must be reasonable in relation to the research and execution services provided. % i$ o7 @; o/ `$ e* _! g# x
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6 H) O3 O6 K" h+ F1 s: G& l L | 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. # n4 k7 I4 o& P& C* H
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6 X2 F) u" U1 g- _8 ~ | 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. 1 u! E* Q$ a: ^# F+ x. E
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( o" D$ X$ m5 e& q7 }) E: K | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. B8 t2 e; ~: X2 Q: S2 T. K
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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) - c# F# m2 `- m3 I6 u
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| -0.55
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| B)
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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) 1 q: S( C! s# ~$ C3 T* _
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| H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. 5 A$ F }; G" }+ c+ r2 q
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| B)
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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