本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 " p5 f0 T* `8 t$ j4 Z
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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) + k+ h3 P" ~# S( }# Q( E
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| Prohibition Against Plagiarism. 3 W2 |0 A# V5 U% m. y
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# [3 ~- F4 h& i5 X4 M | Disclosure of Conflicts to Clients and Prospects.
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| C) " k1 C8 S1 m' _& K5 r; b
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| Reasonable Basis and Representations. 7 U2 W3 p% i! m# w5 V
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| Independence and Objectivity.; a1 V, V/ J0 G- f
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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) 9 U; V3 b/ _5 B) ^0 D' [8 M
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| paid must be minimized. - Q* M7 c* [; C6 J" b% u
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| 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. + V: z d& k, t, r% v! N: M+ R
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Question:8 Which of the following statements regarding heteroskedasticity is FALSE? A) ) L/ Z' i8 N, [3 h3 V! x0 R7 j
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( B* X9 b4 S# y8 V4 |- W8 t5 E- h9 p | Heteroskedasticity may occur in cross-section or time-series analyses.
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| C)
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! c3 W8 s) {9 v- }1 y m | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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& F$ ]8 p7 o+ a, {0 I | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. 5 v" n6 G* l7 ?: @
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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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" L" H2 L5 }! E+ Q; r | 5.83 , ~9 l% j, S4 o. o5 H. o3 T
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| 6.50
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| D)
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9 |6 H W# `9 k) Y' X, }# g" g | 2.83
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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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| H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. , O; ^- @5 {) G" H8 d, V) x
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| B)
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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, d' ?1 L- L7 ^: o, `1 z5 q | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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| D)
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( C1 T* i- Z+ m8 l9 Q | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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