本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 % ~- R5 u! Y' c6 m. X# i
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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) ! P3 ]( ^/ Y+ u
/ g& O. w+ `! T( t | Prohibition Against Plagiarism.
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9 H K K! W2 [+ R; v8 O; p% ^ | Disclosure of Conflicts to Clients and Prospects. $ y7 I4 M' ?0 Z. o
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) {2 N' g, K+ ?! n' V+ ] | Reasonable Basis and Representations.
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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) ' n. a) A) k7 e, f$ n) X( u+ B) O
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| paid must be minimized. ; D. L# G/ J0 D) ] ?. C) X& l
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5 E! U, i: c& ^. I& C | cannot be greater than normal unless the trades being placed are in compensation for a trading error. ) V; I8 A+ a2 ]5 [" V3 v
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| paid must be reasonable in relation to the research and execution services provided. 8 ?% X& B1 q% _2 b% A
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| 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) # {/ M& w& u7 ^8 K
" q$ M7 _% X/ Z | The assumption of linear regression is that the residuals are heteroskedastic. 2 ^! Z$ A4 k' H$ F
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| Heteroskedasticity may occur in cross-section or time-series analyses.
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| C)
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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- Q9 S1 M1 u# A) _ | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. ( F) t% c. ^9 N2 o
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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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| B)
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| 5.83
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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.
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| B)
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| H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. + |. o4 _) N) G, Q1 \
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2 @) a/ f( ^; g: y" D | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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